2 citations · 5 across the 14 of their papers we have counts for
Showing 2021Show all
3 papers · 1 filter
math.PR2021
On spectral distribution of sample covariance matrices from large dimensional and large -fold tensor products
Benoît Collins, Jianfeng Yao, Wangjun Yuan
We study the eigenvalue distributions for sums of independent rank-one -fold tensor products of large -dimensional vectors. Previous results in the literature assume that $k=…
math.PR2021
Recent advances on eigenvalues of matrix-valued stochastic processes
Jian Song, Jianfeng Yao, Wangjun Yuan
Since the introduction of Dyson's Brownian motion in early 1960's, there have been a lot of developments in the investigation of stochastic processes on the space of Hermitian matr…
math.PR2021★ 1 cited
On eigenvalues of the Brownian sheet matrix
Jian Song, Yimin Xiao, Wangjun Yuan
We derive a system of stochastic partial differential equations satisfied by the eigenvalues of the symmetric matrix whose entries are the Brownian sheets. We prove that the sequen…