Please note that LibreCat no longer supports Internet Explorer versions 8 or 9 (or earlier).
We recommend upgrading to the latest Internet Explorer, Google Chrome, or Firefox.
125 Publications
2023 | Journal Article | IST-REx-ID: 14775 | 
Schnelli K, Xu Y. Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices. The Annals of Applied Probability. 2023;33(1):677-725. doi:10.1214/22-aap1826
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2023 | Journal Article | IST-REx-ID: 14780 |
Ding X, Ji HC. Spiked multiplicative random matrices and principal components. Stochastic Processes and their Applications. 2023;163:25-60. doi:10.1016/j.spa.2023.05.009
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2023 | Journal Article | IST-REx-ID: 14849 |
Cipolloni G, Erdös L, Schröder DJ, Xu Y. On the rightmost eigenvalue of non-Hermitian random matrices. The Annals of Probability. 2023;51(6):2192-2242. doi:10.1214/23-aop1643
[Preprint]
View
| DOI
| Download Preprint (ext.)
| arXiv
2023 | Preprint | IST-REx-ID: 15128 |
Riabov V. Mesoscopic eigenvalue statistics for Wigner-type matrices. arXiv. doi:10.48550/arXiv.2301.01712
[Preprint]
View
| DOI
| Download Preprint (ext.)
| arXiv
2022 | Journal Article | IST-REx-ID: 12179 |
Cipolloni G, Erdös L, Schröder DJ. On the condition number of the shifted real Ginibre ensemble. SIAM Journal on Matrix Analysis and Applications. 2022;43(3):1469-1487. doi:10.1137/21m1424408
[Preprint]
View
| DOI
| Download Preprint (ext.)
| arXiv