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math.PR2026
One-Sided Product-Scale Upper Bounds for Nested Complex Wishart Extremes
Xiufan Yang
I study the largest eigenvalue \(Λ_j\) of \(X^{(j)}(X^{(j)})^*\), where \(X^{(j)}\) is the \(M_j\times j\) northwest rectangle of one infinite complex Gaussian array. For two upper…
math.PR2026
Extreme least singular values of random row submatrices with bounded-density subgaussian entries
Xiufan Yang, Shu Wen, Yitzchak Shmalo
Let be a centered real subgaussian random variable with positive variance and a bounded Lebesgue density, and let have independent entries dist…