Limit theorems for sample eigenvalues in a generalized spiked population model

In the spiked population model introduced by Johnstone (2001),the population covariance matrix has all its eigenvalues equal to unit except for a few fixed eigenvalues (spikes). The question is to quantify the effect of the perturbation caused by the spike eigenvalues. Baik and Silverstein (2006) establishes the almost sure limits of the extreme sample eigenvalues associated to the spike eigenvalues when the population and the sample sizes become large. In a recent work (Bai and Yao, 2008), we have provided the limiting distributions for these extreme sample eigenvalues. In this paper, we extend this theory to a {\em generalized} spiked population model where the base population covariance matrix is arbitrary, instead of the identity matrix as in Johnstone's case. New mathematical tools are introduced for establishing the almost sure convergence of the sample eigenvalues generated by the spikes.Comment: 24 pages; 4 figure

Central limit theorems for eigenvalues in a spiked population model

In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). This model is proposed by Johnstone to cope with empirical findings on various data sets. The question is to quantify the effect of the perturbation caused by the spike eigenvalues. A recent work by Baik and Silverstein establishes the almost sure limits of the extreme sample eigenvalues associated to the spike eigenvalues when the population and the sample sizes become large. This paper establishes the limiting distributions of these extreme sample eigenvalues. As another important result of the paper, we provide a central limit theorem on random sesquilinear forms.Comment: Published in at http://dx.doi.org/10.1214/07-AIHP118 the Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiques (http://www.imstat.org/aihp/) by the Institute of Mathematical Statistics (http://www.imstat.org

Quantum Electroweak Symmetry Breaking Through Loop Quadratic Contributions

Based on two postulations that (i) the Higgs boson has a large bare mass $m_H \gg m_h \simeq 125$ GeV at the characteristic energy scale $M_c$ which defines the standard model (SM) in the ultraviolet region, and (ii) quadratic contributions of Feynman loop diagrams in quantum field theories are physically meaningful, we show that the SM electroweak symmetry breaking is induced by the quadratic contributions from loop effects. As the quadratic running of Higgs mass parameter leads to an additive renormalization, which distinguishes from the logarithmic running with a multiplicative renormalization, the symmetry breaking occurs once the sliding energy scale $\mu$ moves from $M_c$ down to a transition scale $\mu =\Lambda_{EW}$ at which the additive renormalized Higgs mass parameter $m^2_H(M_c/\mu)$ gets to change the sign. With the input of current experimental data, this symmetry breaking energy scale is found to be $\Lambda_{EW}\simeq 760$ GeV, which provides another basic energy scale for the SM besides $M_c$. Studying such a symmetry breaking mechanism could play an important role in understanding both the hierarchy problem and naturalness problem. It also provides a possible way to explore the experimental implications of the quadratic contributions as $\Lambda_{EW}$ lies within the probing reach of the LHC and the future Great Collider.Comment: 10 pages, 2 figures, published versio