2 papers
math.PR2026
Multilevel limits of spiked random matrix minors
Benjamin Landon, Tara Stojimirovic
We consider the largest eigenvalues of minors of the classical Gaussian random matrices with a finite rank spike in the critical BBP regime. We show that they converge to a multi-l…
math.NA2025
An accelerated frequency-independent solver for oscillatory differential equations
Tara Stojimirovic, James Bremer
Oscillatory second order linear ordinary differential equations arise in many scientific calculations. Because the running times of standard solvers increase linearly with frequenc…