4 citations · 4 across the 4 of their papers we have counts for
4 papers
Importance Sampling for the Extremal Eigenvalue of -Jacobi ensemble
Yutao Ma, Siyu Wang
This paper focuses on rare events associated with the tail probabilities of the extremal eigenvalues in the -Jacobi ensemble, which plays a critical role in both multivariate st…
Deviation and moderate deviation for extremal eigenvalues of large Chiral non-Hermitian random matrices
Yutao Ma, Siyu Wang
Consider the chiral non-Hermitian random matrix ensemble with parameters and and let be its eigenvalues with positive -coordinate. In this pap…
A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions
Michel Bonnefont, Aldéric Joulin, Yutao Ma
We present some classical and weighted Poincaré inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved…
Spectral gap for spherically symmetric log-concave probability measures, and beyond
Michel Bonnefont, Aldéric Joulin, Yutao Ma
Let be a probability measure on $\rr^n$ () with Lebesgue density proportional to , where $V : \rr_+ \to \rr$ is a smooth convex potential. We…