2 papers
math.PR2026
Characteristic polynomial of self-normalized random matrices
Quentin François, Johannes Heiny, Xuechun Hu
We study the characteristic polynomial of self-normalized random matrices, whose rows are independent and normalized to have unit norm. The entries before normalizat…
math.ST2026
Non-Gaussian fluctuations for traces of squared sample correlation matrices in high dimensions
Johannes Heiny, Xuechun Hu, Felix Seo
We provide limit theory for the trace of the squared sample correlation matrix , constructed from observations of a -dimensional random vector with iid components…