24 citations · 73 across the 23 of their papers we have counts for
25 papers
Characteristic polynomial of self-normalized random matrices
Quentin François, Johannes Heiny, Xuechun Hu
We study the characteristic polynomial of self-normalized random matrices, whose rows are independent and normalized to have unit norm. The entries before normalizat…
Non-Gaussian fluctuations for traces of squared sample correlation matrices in high dimensions
Johannes Heiny, Xuechun Hu, Felix Seo
We provide limit theory for the trace of the squared sample correlation matrix , constructed from observations of a -dimensional random vector with iid components…
Maximum of sparsely equicorrelated Gaussian fields and applications
Johannes Heiny, Tiefeng Jiang, Tuan Pham +1
We investigate the extreme values of a sparse and equicorrelated Gaussian field on a triangle: the correlations on every vertical or horizontal line are all equal to a parameter $r…
Ties, Tails and Spectra: On Rank-Based Dependency Measures in High Dimensions
Nina Dörnemann, Michael Fleermann, Johannes Heiny
This work is concerned with the limiting spectral distribution of rank-based dependency measures in high dimensions. We provide distribution-free results for multivariate empirical…
Point process convergence for symmetric functions of high-dimensional random vectors
Johannes Heiny, Carolin Kleemann
The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is prove…
Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix
Johannes Heiny, Carolin Kleemann
A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix , constructed from observations of a -dimensional random ve…