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math.PR2025
Optimal and Berry-Esseen bound between the spectral radius of large Chiral non-Hermitian random matrices and Gumbel
Yutao Ma, Siyu Wang
Consider the chiral non-Hermitian random matrix ensemble with parameters and and the non Hermiticity parameter and let be its eigenvalues…
math.PR2024
Importance Sampling for the Extremal Eigenvalue of -Jacobi ensemble
Yutao Ma, Siyu Wang
This paper focuses on rare events associated with the tail probabilities of the extremal eigenvalues in the -Jacobi ensemble, which plays a critical role in both multivariate s…
math.PR2024
Deviation and moderate deviation for extremal eigenvalues of large Chiral non-Hermitian random matrices
Yutao Ma, Siyu Wang
Consider the chiral non-Hermitian random matrix ensemble with parameters and and let be its eigenvalues with positive -coordinate. In this pa…