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124 Publications


2023 | Journal Article | IST-REx-ID: 14775 | OA
Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Sample Covariance Matrices.” The Annals of Applied Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/22-aap1826.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 

2023 | Journal Article | IST-REx-ID: 14780 | OA
Ding, Xiucai, and Hong Chang Ji. “Spiked Multiplicative Random Matrices and Principal Components.” Stochastic Processes and Their Applications. Elsevier, 2023. https://doi.org/10.1016/j.spa.2023.05.009.
[Published Version] View | Files available | DOI | WoS | arXiv
 

2023 | Journal Article | IST-REx-ID: 14849 | OA
Cipolloni, Giorgio, László Erdös, Dominik J Schröder, and Yuanyuan Xu. “On the Rightmost Eigenvalue of Non-Hermitian Random Matrices.” The Annals of Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/23-aop1643.
[Preprint] View | DOI | Download Preprint (ext.) | arXiv
 

2023 | Preprint | IST-REx-ID: 15128 | OA
Riabov, Volodymyr. “Mesoscopic Eigenvalue Statistics for Wigner-Type Matrices.” ArXiv, n.d. https://doi.org/10.48550/arXiv.2301.01712.
[Preprint] View | DOI | Download Preprint (ext.) | arXiv
 

2022 | Journal Article | IST-REx-ID: 12179 | OA
Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “On the Condition Number of the Shifted Real Ginibre Ensemble.” SIAM Journal on Matrix Analysis and Applications. Society for Industrial and Applied Mathematics, 2022. https://doi.org/10.1137/21m1424408.
[Preprint] View | DOI | Download Preprint (ext.) | arXiv
 

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