On the sphericity test with large-dimensional observations

In this paper, we propose corrections to the likelihood ratio test and John's test for sphericity in large-dimensions. New formulas for the limiting parameters in the CLT for linear spectral statistics of sample covariance matrices with general fourth moments are first established. Using these formulas, we derive the asymptotic distribution of the two proposed test statistics under the null. These asymptotics are valid for general population, i.e. not necessarily Gaussian, provided a finite fourth-moment. Extensive Monte-Carlo experiments are conducted to assess the quality of these tests with a comparison to several existing methods from the literature. Moreover, we also obtain their asymptotic power functions under the alternative of a spiked population model as a specific alternative.Comment: 37 pages, 3 figure

On singular values distribution of a large auto-covariance matrix in the ultra-dimensional regime

Let $(\varepsilon_{t})_{t>0}$ be a sequence of independent real random vectors of $p$-dimension and let $X_T=\sum_{t=s+1}^{s+T}\varepsilon_t\varepsilon^T_{t-s}/T$ be the lag-$s$ ($s$ is a fixed positive integer) auto-covariance matrix of $\varepsilon_t$. This paper investigates the limiting behavior of the singular values of $X_T$ under the so-called {\em ultra-dimensional regime} where $p\to\infty$ and $T\to\infty$ in a related way such that $p/T\to 0$. First, we show that the singular value distribution of $X_T$ after a suitable normalization converges to a nonrandom limit $G$ (quarter law) under the forth-moment condition. Second, we establish the convergence of its largest singular value to the right edge of $G$. Both results are derived using the moment method.Comment: 32 pages, 2 figure

The full configuration interaction quantum Monte Carlo method in the lens of inexact power iteration

In this paper, we propose a general analysis framework for inexact power iteration, which can be used to efficiently solve high dimensional eigenvalue problems arising from quantum many-body problems. Under the proposed framework, we establish the convergence theorems for several recently proposed randomized algorithms, including the full configuration interaction quantum Monte Carlo (FCIQMC) and the fast randomized iteration (FRI). The analysis is consistent with numerical experiments for physical systems such as Hubbard model and small chemical molecules. We also compare the algorithms both in convergence analysis and numerical results

Electronic properties of SnTe-class topological crystalline insulator materials

The rise of topological insulators in recent years has broken new ground both in the conceptual cognition of condensed matter physics and the promising revolution of the electronic devices. It also stimulates the explorations of more topological states of matter. Topological crystalline insulator is a new topological phase, which combines the electronic topology and crystal symmetry together. In this article, we review the recent progress in the studies of SnTe-class topological crystalline insulator materials. Starting from the topological identifications in the aspects of the bulk topology, surface states calculations and experimental observations, we present the electronic properties of topological crystalline insulators under various perturbations, including native defect, chemical doping, strain, and thickness-dependent confinement effects, and then discuss their unique quantum transport properties, such as valley-selective filtering and helicity-resolved functionalities for Dirac fermions. The rich properties and high tunability make SnTe-class materials promising candidates for novel quantum devices.Comment: 15 pages, 15 figures, invited revie