63 citations · 65 across the 4 of their papers we have counts for
6 papers · 1 filter
The Eigenvalues of Random Matrices
Elizabeth Meckes
This is a brief survey of classical and recent results about the typical behavior of eigenvalues of large random matrices, written for mathematicians and others who study and use m…
Eigenvalue rigidity for truncations of random unitary matrices
Elizabeth Meckes, Kathryn Stewart
We consider the empirical eigenvalue distribution of an principal submatrix of an random unitary matrix distributed according to Haar measure. For and $…
On the eigenvalues of truncations of random unitary matrices
Elizabeth Meckes, Kathryn Stewart
We consider the empirical eigenvalue distribution of an principle submatrix of an random unitary matrix distributed according to Haar measure. Earlier work…
Projections of probability distributions: A measure-theoretic Dvoretzky theorem
Elizabeth Meckes
Many authors have studied the phenomenon of typically Gaussian marginals of high-dimensional random vectors; e.g., for a probability measure on , under mild conditions, most…
Two multivariate central limit theorems
Elizabeth Meckes
In this paper, explicit error bounds are derived in the approximation of rank projections of certain -dimensional random vectors by standard -dimensional Gaussian random…
Exchangeable pairs and Poisson approximation
Sourav Chatterjee, Persi Diaconis, Elizabeth Meckes
This is a survey paper on Poisson approximation using Stein's method of exchangeable pairs. We illustrate using Poisson-binomial trials and many variations on three classical probl…