Peng Tian

activity

20132026

most citedComputations of Galois Representations Associated to Modular Forms

4 citations · 10 across the 10 of their papers we have counts for

collaborators

Showing math.PRShow all

2 papers · 1 filter

math.PR2020★ 1 cited

Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening

Peng Tian, Jianfeng Yao

We consider a data matrix $X := C_{N}^{1/2} Z R_{M}^{1/2}$ from a multivariate stationary process with a separable covariance function, where $C_{N}$ is a $N \times N$ positive semi-definite…

math.PR2019★ 3 cited

Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes

Peng Tian

For $N, n \in N$ , consider the sample covariance matrix $S_{N} (T) = \frac{1}{N} X X^{*}$ from a data set $X = C_{N}^{1/2} Z T_{n}^{1/2}$ , where $Z = (Z_{i, j})$ is a $N \times n$ matrix having…