2 papers
math.PR2019
Marchenko-Pastur law with relaxed independence conditions
Jennifer Bryson, Roman Vershynin, Hongkai Zhao
We prove the Marchenko-Pastur law for the eigenvalues of sample covariance matrices in two new situations where the data does not have independent coordinates. In the…
math.ST2018
Intrinsic Complexity And Scaling Laws: From Random Fields to Random Vectors
Jennifer Bryson, Hongkai Zhao, Yimin Zhong
Random fields are commonly used for modeling of spatially (or timely) dependent stochastic processes. In this study, we provide a characterization of the intrinsic complexity of a…