B0425
Title: Phase transition of eigenvector distribution for spiked models
Authors: Zhigang Bao - Hong Kong University of Science and Technology (Hong Kong) [presenting]
Abstract: Recent work on the eigenvector distribution of the spiked random matrix models will be reviewed. We will mainly focus on the supercritical and critical regimes of the Baik-Ben Arous-Peche (BBP) phase transition. Together with the previous result of Bloemendal-Knowles-Yin-Yau on the subcritical regime, these results fully depict the phase transition of the eigenvectors of the spiked models.