Siyu Wang

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20232025

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Showing 2024 · math.PRShow all

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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…

Importance Sampling for the Extremal Eigenvalue of β-Jacobi ensemble

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

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