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Showing 2018 · math.PRShow all
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math.PR2018★ 16 cited
Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
Arup Bose, Walid Hachem
Suppose is an complex matrix whose entries are centered, independent, and identically distributed random variables with variance and whose fourth moment is o…
math.PR2018★ 48 cited
Renewal in Hawkes processes with self-excitation and inhibition
Manon Costa, Carl Graham, Laurence Marsalle +1
This paper investigates Hawkes processes on the positive real line exhibiting both self-excitation and inhibition. Each point of this point process impacts its future intensity by…