113 citations · 368 across the 24 of their papers we have counts for
5 papers · 1 filter
A CLT for regularized sample covariance matrices
Greg W. Anderson, Ofer Zeitouni
We consider the spectral properties of a class of regularized estimators of (large) empirical covariance matrices corresponding to stationary (but not necessarily Gaussian) sequenc…
Tightness for a family of recursion equations
Maury Bramson, Ofer Zeitouni
In this paper we study the tightness of solutions for a family of recursion equations. These equations arise naturally in the study of random walks on tree-like structures. Example…
A law of large numbers for finite-range dependent random matrices
Greg Anderson, Ofer Zeitouni
We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution…
Multiscale analysis of exit distributions for random walks in random environments
Erwin Bolthausen, Ofer Zeitouni
We present a multiscale analysis for the exit measures from large balls in Z^d, d\geq 3, of random walks in certain i.i.d. random environments which are small perturbations of the…
A Central Limit Theorem for biased random walks on Galton-Watson trees
Yuval Peres, Ofer Zeitouni
Let be a rooted Galton-Watson tree with offspring distribution that has , mean and exponential tails. Consider the -biased random wal…