3 papers
math.PR2023
Point process convergence for symmetric functions of high-dimensional random vectors
Johannes Heiny, Carolin Kleemann
The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is prove…
math.PR2023
Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix
Johannes Heiny, Carolin Kleemann
A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix , constructed from observations of a -dimensional random ve…
math.PR2023
Maximum interpoint distance of high-dimensional random vectors
Johannes Heiny, Carolin Kleemann
A limit theorem for the largest interpoint distance of independent and identically distributed points in to the Gumbel distribution is proved, where the number o…