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math.PR2023★ 2 cited
Universality for the global spectrum of random inner-product kernel matrices in the polynomial regime
Sofiia Dubova, Yue M. Lu, Benjamin McKenna +1
We consider certain large random matrices, called random inner-product kernel matrices, which are essentially given by a nonlinear function applied entrywise to a sample-covari…
math.PR2023
Large deviations for the largest eigenvalue of generalized sample covariance matrices
Jonathan Husson, Benjamin McKenna
We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to , where has i.i.d. real…