2 papers
math.PR2026
Maximum of sparsely equicorrelated Gaussian fields and applications
Johannes Heiny, Tiefeng Jiang, Tuan Pham +1
We investigate the extreme values of a sparse and equicorrelated Gaussian field on a triangle: the correlations on every vertical or horizontal line are all equal to a parameter $r…
math.PR2024
Largest Eigenvalues of Principal Minors of Deformed Gaussian Orthogonal Ensembles and Wishart Matrices
Tiefeng Jiang, Yongcheng Qi
Consider a high-dimensional Wishart matrix $\bd{W}=\bd{X}^T\bd{X}$ where the entries of $\bd{X}$ are i.i.d. random variables with mean zero, variance one, and a finite fourth momen…