Z
Zhidong Bai
Researcher at Northeast Normal University
Publications - 241
Citations - 11735
Zhidong Bai is an academic researcher from Northeast Normal University. The author has contributed to research in topics: Covariance & Eigenvalues and eigenvectors. The author has an hindex of 44, co-authored 208 publications receiving 10695 citations. Previous affiliations of Zhidong Bai include National Sun Yat-sen University & Sun Yat-sen University.
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Spectral Analysis of Large Dimensional Random Matrices
Zhidong Bai,Jack W. Silverstein +1 more
TL;DR: Wigner Matrices and Semicircular Law for Hadamard products have been used in this article for spectral separations and convergence rates of ESD for linear spectral statistics.
Journal ArticleDOI
On the empirical distribution of eigenvalues of a class of large dimensional random matrices
Jack W. Silverstein,Zhidong Bai +1 more
TL;DR: In this article, a stronger result on the limiting distribution of the eigenvalues of random Hermitian matrices of the form A + XTX *, originally studied in Marcenko and Pastur, is presented.
Proceedings ArticleDOI
Methodologies in spectral analysis of large dimensional random matrices, a review
TL;DR: In this article, a brief review of the theory of spectral analysis of large dimensional random matrices is given, including the results for the complex case of the real case, which are also of interest for researchers in electrical and electronic engineering.
Journal ArticleDOI
Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
Zhidong Bai,Y. Q. Yin +1 more
TL;DR: In this article, it was shown that the smallest eigenvalue of a sample covariance matrix of the form (1/n)XX'$ tends almost surely to the limit (1 - \sqrt y)^2, where y is a constant.
Journal ArticleDOI
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
Zhidong Bai,Jack W. Silverstein +1 more
TL;DR: In this paper, it was shown that for any closed interval outside the support of the limit, with probability 1 there will be no eigenvalues in this interval for all $n$ sufficiently large.