5 papers
Optimal and Berry-Esseen bound between the spectral radius of large Chiral non-Hermitian random matrices and Gumbel
Yutao Ma, Siyu Wang
Consider the chiral non-Hermitian random matrix ensemble with parameters and and the non Hermiticity parameter and let be its eigenvalues wi…
Importance Sampling for the Extremal Eigenvalue of -Jacobi ensemble
Yutao Ma, Siyu Wang
This paper focuses on rare events associated with the tail probabilities of the extremal eigenvalues in the -Jacobi ensemble, which plays a critical role in both multivariate st…
Asymptotically efficient estimators for tail probabilities of extremals of -Jacobi ensembles
Yutao Ma, Siyu Wang
In this paper, we consider the tail probabilities of extremals of -Jacobi ensemble which plays an important role in multivariate analysis. The key steps in constructing estimato…
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 and and let be its eigenvalues with positive -coordinate. In this pap…
Nonstandard limit theorems and large deviation for beta -Jacobi ensembles with a different scaling
Yutao Ma, Yong-Hua Mao, Siyu Wang
We consider -Jacobi ensembles with parameters We prove that the empirical measure of the rescaled Jacobi ensembles converges weakly to a modified Watcher law v…