most citedUniversality for the global spectrum of random inner-product kernel matrices in the polynomial regime

2 citations · 2 across the 3 of their papers we have counts for

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3 papers

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…

math.PR2022

Extremal statistics of quadratic forms of GOE/GUE eigenvectors

Laszlo Erdos, Benjamin McKenna

We consider quadratic forms of deterministic matrices evaluated at the random eigenvectors of a large GOE or GUE matrix, or equivalently evaluated at the columns o…