112 citations · 441 across the 71 of their papers we have counts for
4 papers · 2 filters
Random affine simplexes
Friedrich Götze, Anna Gusakova, Dmitry Zaporozhets
For a fixed consider random vectors with an arbitrary spherically symmetric joint density function. Let be any non-singular…
Higher Order Concentration of Measure
Sergey G. Bobkov, Friedrich Götze, Holger Sambale
We study sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order for any . The bounds are based on $…
Large ball probability, Gaussian comparison and anti-concentration
Friedrich Götze, Alexey Naumov, Vladimir Spokoiny +1
We derive tight non-asymptotic bounds for the Kolmogorov distance between the probabilities of two Gaussian elements to hit a ball in a Hilbert space. The key property of these bou…
On Local laws for non-Hermitian random matrices and their products
Friedrich Götze, Alexey Naumov, Alexander Tikhomirov
The aim of this paper is to prove a local version of the circular law for non-Hermitian random matrices and its generalization to the product of non-Hermitian random matrices under…