activity
20192026
most citedOn spectral distribution of sample covariance matrices from large dimensional and large -fold tensor products

7 citations · 13 across the 17 of their papers we have counts for

collaborators

21 papers

math.PR2026

Central limit theorems for stochastic heat equation driven by Gaussian noise with heat-kernel covariance

Meng Wang, Wangjun Yuan

In this article, we study the spatial fluctuations of the Skorohod solution to a stochastic heat equation on for , driven by multiplicative Gaussian noise with t…

math.PR2026

On spectrum of sample correlation matrices from large fold tensor vectors

Wangjun Yuan

In this paper, we investigate the limiting spectral distribution of the sample correlation matrix, whose sample vectors are -fold tensor products of -dimensional vectors with…

math.OA2026

Operator Norm Bounds for Multi-leg Matrix Tensors and Applications to Random Matrix Theory

Benoît Collins, Wangjun Yuan

We study the extremal values of multi-leg traces of matrix tensors under operator norm constraints. A graphical representation gives upper and lower bounds expressed as powers of t…

math.PR2024

Multiple collisions of eigenvalues and singular values of matrix Gaussian field

Wangjun Yuan

Let be a real symmetric or complex Hermitian matrix whose entries are independent Gaussian random fields. We provide the sufficient and necessary conditions such that multipl…

math.PR2024

Strong convergence for tensor GUE random matrices

Benoît Collins, Wangjun Yuan

Haagerup and Thorbjørnsen proved that iid GUEs converge strongly to free semicircular elements as the dimension grows to infinity. Motivated by considerations from quantum physics…

math.PR2023

On a class of stochastic fractional heat equations

Jian Song, Meng Wang, Wangjun Yuan

For the fractional heat equation where the covariance function of the Gaussian noise is d…