Siyu Wang

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20232025

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4 papers · 1 filter

math.PR2025

Optimal $W_{1}$ 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 $n$ and $v$ and the non Hermiticity parameter $τ = 0$ and let $(ζ_{i})_{1 \leq i \leq n}$ be its $n$ eigenvalues wi…

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.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…

math.PR2023

Nonstandard limit theorems and large deviation for beta -Jacobi ensembles with a different scaling

Yutao Ma, Yong-Hua Mao, Siyu Wang

We consider $β$ -Jacobi ensembles with parameters $p_{1}, p_{2} \geq n .$ We prove that the empirical measure of the rescaled Jacobi ensembles converges weakly to a modified Watcher law v…

Optimal W1​ and Berry-Esseen bound between the spectral radius of large Chiral non-Hermitian random matrices and Gumbel

Importance Sampling for the Extremal Eigenvalue of β-Jacobi ensemble

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

Nonstandard limit theorems and large deviation for beta -Jacobi ensembles with a different scaling

Optimal $W_{1}$ and Berry-Esseen bound between the spectral radius of large Chiral non-Hermitian random matrices and Gumbel

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