Siyu Wang

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math.PR2025

Optimal $W_{1}$ 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 $n$ and $v$ and the non Hermiticity parameter $I ¨ = 0$ and let $(I^¶_{i})_{1 \leq i \leq n}$ be its $n$ eigenvalues…

math.PR2024

Importance Sampling for the Extremal Eigenvalue of $I^^{2}$ -Jacobi ensemble

Yutao Ma, Siyu Wang

This paper focuses on rare events associated with the tail probabilities of the extremal eigenvalues in the $I^^{2}$ -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 $n$ and $v,$ and let $(I^¶_{i})_{1 \leq i \leq n}$ be its $n$ eigenvalues with positive $x$ -coordinate. In this pa…

Optimal W1​ and Berry-Esseen bound between the spectral radius of large Chiral non-Hermitian random matrices and Gumbel

Importance Sampling for the Extremal Eigenvalue of I^2-Jacobi ensemble

Deviation and moderate deviation for extremal eigenvalues of large Chiral non-Hermitian random matrices

Optimal $W_{1}$ and Berry-Esseen bound between the spectral radius of large Chiral non-Hermitian random matrices and Gumbel

Importance Sampling for the Extremal Eigenvalue of $I^^{2}$ -Jacobi ensemble