115 citations · 199 across the 26 of their papers we have counts for
5 papers · 2 filters
Mixing times for the Swapping Algorithm on the Blume-Emery-Griffiths Model
M. Ebbers, H. Knöpfel, M. Löwe +1
We analyze the so called Swapping Algorithm, a parallel version of the well-known Metropolis-Hastings algorithm, on the mean-field version of the Blume-Emery-Griffiths model in sta…
Moderate deviations for random field Curie-Weiss models
Matthias Löwe, Raphael Meiners
The random field Curie-Weiss model is derived from the classical Curie-Weiss model by replacing the deterministic global magnetic field by random local magnetic fields. This opens…
A phase transition for the limiting spectral density of random matrices
Olga Friesen, Matthias Löwe
We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independen…
Gaussian Fluctuations for Sample Covariance Matrices with Dependent Data
Olga Friesen, Matthias Löwe, Michael Stolz
It is known (Hofmann-Credner and Stolz (2008)) that the convergence of the mean empirical spectral distribution of a sample covariance matrix W_n = 1/n Y_n Y_n^t to the Marčenko-Pa…
On the Spectral Density of Large Sample Covariance Matrices with Markov Dependent Columns
Olga Friesen, Matthias Löwe
We investigate the spectral distribution of large sample covariance matrices with independent columns and entries in the columns that stem from Markov chains. We characterize the l…