Zhaorui Dong

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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.PR2026

Limiting spectral distributions of large consistent rank correlation matrices

Zhaorui Dong, Fang Han, Jianfeng Yao

We study random matrices whose entries are obtained by applying consistent rank correlations, such as Hoeffding's $D$ , pairwise to a high-dimensional random vector with mutually in…

math.PR2026

Quadratic form of heavy-tailed self-normalized random vector with applications in $α$ -heavy Marčenko--Pastur law

Zhaorui Dong, Johannes Heiny, Jianfeng Yao

Let $x$ be a random vector with $n$ i.i.d.\ real-valued components in the domain attraction of an $α$ -stable law with $α \in (0, 2)$ , and let $\mathbf{y}=\mathbf{x}/\|\mathbf…

Extreme principal minors of Wishart and deformed GOE matrices

Limiting spectral distributions of large consistent rank correlation matrices

Quadratic form of heavy-tailed self-normalized random vector with applications in α-heavy Marčenko--Pastur law

Quadratic form of heavy-tailed self-normalized random vector with applications in $α$ -heavy Marčenko--Pastur law