2 citations · 5 across the 14 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
math.PR2019
High-dimensional central limit theorems for eigenvalue distributions of generalized Wishart processes
Jian Song, Jianfeng Yao, Wangjun Yuan
We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to in…
math.PR2019
High-dimensional limits of eigenvalue distributions for general Wishart process
Jian Song, Jianfeng Yao, Wangjun Yuan
In this article, we obtain an equation for the high-dimensional limit measure of eigenvalues of generalized Wishart processes, and the results is extended to random particle system…