39 citations · 53 across the 4 of their papers we have counts for
4 papers
Exact Relation between Singular Value and Eigenvalue Statistics
Mario Kieburg, Holger Kösters
We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex rand…
Characteristic Polynomials of Sample Covariance Matrices: The Non-Square Case
Holger Kösters
We consider the sample covariance matrices of large data matrices which have i.i.d. complex matrix entries and which are non-square in the sense that the difference between the num…
The quenched invariance principle for random walks in random environments admitting a bounded cycle representation
Jean-Dominique Deuschel, Holger Kösters
We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this…
Difference prophet inequalities for [0,1]-valued i.i.d. random variables with cost for observations
Holger Kosters
Let X_1,X_2,... be a sequence of [0,1]-valued i.i.d. random variables, let c\geq 0 be a sampling cost for each observation and let Y_i=X_i-ic, i=1,2,.... For n=1,2,..., let M(Y_1,.…