3 papers
math.PR2026
An Exact Tail Condition for the Largest Error in Estimating a Rank-One Direction
Guilherme Vianna
We consider a rectangular random matrix formed by adding a rank-one term to a matrix with independent entries. The direction on the left side of that term is estimated by the leadi…
math.PR2026
Hard-Edge Determinant Fields and Second-Moment Universality for Random Matrix Ratios
Guilherme Vianna
We study the microscopic spectrum at the origin of ratios of independent complex Girko matrices. Under bounded-density and finite-moment assumptions, together with circular second-…
econ.EM2026
Bandwidth-Free Inference for Recursive Nonlinear Impulse Response Functions
Guilherme Vianna
Recursive nonlinear impulse responses require an estimated innovation law whenever the impact shock is normalized by innovation ranks and future innovations are integrated out. The…