26 citations · 134 across the 27 of their papers we have counts for
Showing 2017Show all
3 papers · 1 filter
math.PR2017★ 6 cited
Large ball probability, Gaussian comparison and anti-concentration
Friedrich Götze, Alexey Naumov, Vladimir Spokoiny +1
We derive tight non-asymptotic bounds for the Kolmogorov distance between the probabilities of two Gaussian elements to hit a ball in a Hilbert space. The key property of these bou…
math.PR2017
On Local laws for non-Hermitian random matrices and their products
Friedrich Götze, Alexey Naumov, Alexander Tikhomirov
The aim of this paper is to prove a local version of the circular law for non-Hermitian random matrices and its generalization to the product of non-Hermitian random matrices under…
math.ST2017★ 8 cited
Bootstrap confidence sets for spectral projectors of sample covariance
Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov
Let be i.i.d. sample in with zero mean and the covariance matrix . The problem of recovering the projector onto an eigenspace of $\m…