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20212026
most citedTwo CLTs for Sparse Random Matrices

2 citations · 3 across the 8 of their papers we have counts for

collaborators

8 papers

math.PR2026

On Empirical Spectral Distributions for Random Tensor Product Models

Simona Diaconu

In statistics, assuming samples are independent is reasonable. However, this property can fail to hold for the features, a distinction that has led to several lines of work aiming…

math.PR2025

Admissible Sequences for Talagrand's -functional

Simona Diaconu

Suprema of random processes appear naturally in a plethora of disciplines, and Talagrand's majorizing theorem yields a geometric interpretation for them: for a centered Gaussian ra…

math.PR2025

Moment Inequalities for Suprema of Gaussian Random Processes

Simona Diaconu

Suppose is a Gaussian process indexed by some arbitrary set the random variable can be very intricate and bounding its expectation is a…

math.PR2023

Universality for Random Matrices

Simona Diaconu

Traces of large powers of real-valued Wigner matrices are known to have Gaussian fluctuations: for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n}\in \mathbb{R}^{n \times n}, A=A…

math.PR2022★ 2 cited

Two CLTs for Sparse Random Matrices

Simona Diaconu

Let be a homogeneous Erdös-Rényi graph, and its adjacency matrix with eigenvalues Local laws have been used to show that…

math.PR2022

Finite Rank Perturbations of Heavy-Tailed Wigner Matrices

Simona Diaconu

One-rank perturbations of Wigner matrices have been closely studied: let with symmetric,…

math.PR2022

More Limiting Distributions for Eigenvalues of Wigner Matrices

Simona Diaconu

The Tracy-Widom distributions are among the most famous laws in probability theory, partly due to their connection with Wigner matrices. In particular, for $A=\frac{1}{\sqrt{n}}(a_…

math.ST2021★ 1 cited

On the Eigenstructure of Covariance Matrices with Divergent Spikes

Simona Diaconu

For a generalization of Johnstone's spiked model, a covariance matrix with eigenvalues all one but of them, the number of features comparable to the number of samples $n: N…