Yutao Ma

collaborators

3 papers

math.PR2024

Importance Sampling for the Extremal Eigenvalue of $β$ -Jacobi ensemble

Yutao Ma, Siyu Wang

This paper focuses on rare events associated with the tail probabilities of the extremal eigenvalues in the $β$ -Jacobi ensemble, which plays a critical role in both multivariate st…

math.ST2024

Asymptotically efficient estimators for tail probabilities of extremals of $β$ -Jacobi ensembles

Yutao Ma, Siyu Wang

In this paper, we consider the tail probabilities of extremals of $β$ -Jacobi ensemble which plays an important role in multivariate analysis. The key steps in constructing estimato…

math.PR2024

Deviation and moderate deviation for extremal eigenvalues of large Chiral non-Hermitian random matrices

Yutao Ma, Siyu Wang

Consider the chiral non-Hermitian random matrix ensemble with parameters $n$ and $v,$ and let $(ζ_{i})_{1 \leq i \leq n}$ be its $n$ eigenvalues with positive $x$ -coordinate. In this pap…

Importance Sampling for the Extremal Eigenvalue of β-Jacobi ensemble

Asymptotically efficient estimators for tail probabilities of extremals of β-Jacobi ensembles

Deviation and moderate deviation for extremal eigenvalues of large Chiral non-Hermitian random matrices

Importance Sampling for the Extremal Eigenvalue of $β$ -Jacobi ensemble

Asymptotically efficient estimators for tail probabilities of extremals of $β$ -Jacobi ensembles