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125 Publications
2023 | Journal Article | IST-REx-ID: 14775 | 
Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices
K. Schnelli, Y. Xu, The Annals of Applied Probability 33 (2023) 677–725.
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K. Schnelli, Y. Xu, The Annals of Applied Probability 33 (2023) 677–725.
2023 | Journal Article | IST-REx-ID: 14780 |
Spiked multiplicative random matrices and principal components
X. Ding, H.C. Ji, Stochastic Processes and Their Applications 163 (2023) 25–60.
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X. Ding, H.C. Ji, Stochastic Processes and Their Applications 163 (2023) 25–60.
2023 | Journal Article | IST-REx-ID: 14849 |
On the rightmost eigenvalue of non-Hermitian random matrices
G. Cipolloni, L. Erdös, D.J. Schröder, Y. Xu, The Annals of Probability 51 (2023) 2192–2242.
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G. Cipolloni, L. Erdös, D.J. Schröder, Y. Xu, The Annals of Probability 51 (2023) 2192–2242.
2023 | Preprint | IST-REx-ID: 15128 |
Mesoscopic eigenvalue statistics for Wigner-type matrices
V. Riabov, ArXiv (n.d.).
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V. Riabov, ArXiv (n.d.).
2022 | Journal Article | IST-REx-ID: 12179 |
On the condition number of the shifted real Ginibre ensemble
G. Cipolloni, L. Erdös, D.J. Schröder, SIAM Journal on Matrix Analysis and Applications 43 (2022) 1469–1487.
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G. Cipolloni, L. Erdös, D.J. Schröder, SIAM Journal on Matrix Analysis and Applications 43 (2022) 1469–1487.