F. Gotze

activity

20072025

most citedOn the Asymptotic Spectrum of Products of Independent Random Matrices

56 citations · 199 across the 30 of their papers we have counts for

collaborators

Showing 2019 · math.PRShow all

3 papers · 2 filters

math.PR2019

Grassmann angles and absorption probabilities of Gaussian convex hulls

Friedrich Götze, Zakhar Kabluchko, Dmitry Zaporozhets

Let $M$ be an arbitrary subset in $R^{n}$ with a conic (or positive) hull $C$ . Consider its Gaussian image $A M$ , where $A$ is a $k \times n$ -matrix whose entries are independe…

math.PR2019

Local semicircle law under fourth moment condition

Friedrich Götze, Alexey Naumov, Alexander Tikhomirov

We consider a random symmetric matrix $X = [X_{j k}]_{j, k = 1}^{n}$ with upper triangular entries being independent random variables with mean zero and unit variance. Assuming tha…

math.PR2019★ 35 cited

Concentration inequalities for polynomials in $α$ -sub-exponential random variables

Friedrich Götze, Holger Sambale, Arthur Sinulis

In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a $α$ -sub-exponential tail decay. A particularly interes…

Grassmann angles and absorption probabilities of Gaussian convex hulls

Local semicircle law under fourth moment condition

Concentration inequalities for polynomials in α-sub-exponential random variables

Concentration inequalities for polynomials in $α$ -sub-exponential random variables