J. Heiny

activity

20162026

most citedAlmost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices

24 citations · 34 across the 10 of their papers we have counts for

collaborators

Showing 2019 · math.PRShow all

2 papers · 2 filters

math.PR2019

High-dimensional sample covariance matrices with Curie-Weiss entries

Michael Fleermann, Johannes Heiny

We study the limiting spectral distribution of sample covariance matrices $X X^{T}$ , where $X$ are $p \times n$ random matrices with correlated entries, for the cases $p/n\to y\in [0,\…

math.PR2019

Extreme eigenvalue statistics of $m$ -dependent heavy-tailed matrices

Bojan Basrak, Yeonok Cho, Johannes Heiny +1

We analyze the largest eigenvalue statistics of m-dependent heavy-tailed Wigner matrices as well as the associated sample covariance matrices having entry-wise regularly varying ta…

High-dimensional sample covariance matrices with Curie-Weiss entries

Extreme eigenvalue statistics of m-dependent heavy-tailed matrices

Extreme eigenvalue statistics of $m$ -dependent heavy-tailed matrices