3 papers
math-ph2025
The smallest eigenvalue of -Laguerre and -Jacobi ensembles and multivariate orthogonal polynomials
Sungwoo Jeong
We study the smallest eigenvalue statistics of the -Laguerre and -Jacobi ensembles. Using Kaneko's integral formula, we show that the smallest eigenvalue marginal density a…
math.NA2025
Convergence of Pivoted Cholesky Algorithm for Lipschitz Kernels
Sungwoo Jeong, Alex Townsend
We investigate the continuous analogue of the Cholesky factorization, namely the pivoted Cholesky algorithm. Our analysis establishes quantitative convergence guarantees for kernel…
math.NA2025
Extending Mercer's expansion to indefinite and asymmetric kernels
Sungwoo Jeong, Alex Townsend
Mercer's expansion and Mercer's theorem are cornerstone results in kernel theory. While the classical Mercer's theorem only considers continuous symmetric positive definite kernels…