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math.PR2026
Extreme principal minors of Wishart and deformed GOE matrices
Zhaorui Dong, Tiefeng Jiang, Tuan Pham +1
We study the laws of large numbers for the largest eigenvalues among all principal minors of Wishart matrices and deformed GOE matrices. We propose a new method based on identifyin…
math.ST2026
Exact detection threshold of the packing test
Tuan Pham
Using Poisson approximation techniques, we derive the detection threshold of the packing test in \cite{Jiang13} when testing spherical uniformity under high-dimensional Fisher--von…