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20162026
most citedAlmost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices

24 citations · 34 across the 9 of their papers we have counts for

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Showing 2019Show all

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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 , where are random matrices with correlated entries, for the cases $p/n\to y\in [0,\…

math.PR2019

Extreme eigenvalue statistics of -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…