Search Results - "Jiang, Tiefeng"
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LIMITING LAWS OF COHERENCE OF RANDOM MATRICES WITH APPLICATIONS TO TESTING COVARIANCE STRUCTURE AND CONSTRUCTION OF COMPRESSED SENSING MATRICES
Published in The Annals of statistics (01-06-2011)“…Testing covariance structure is of significant interest in many areas of statistical analysis and construction of compressed sensing matrices is an important…”
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Statistical Properties of Eigenvalues of Laplace–Beltrami Operators
Published in Journal of theoretical probability (01-09-2021)“…We study the eigenvalues of a Laplace–Beltrami operator defined on the set of the symmetric polynomials, where the eigenvalues are expressed in terms of…”
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How Many Entries of a Typical Orthogonal Matrix Can Be Approximated by Independent Normals?
Published in The Annals of probability (01-07-2006)“…We solve an open problem of Diaconis that asks what are the largest orders of$p_{n}$and$q_{n}$such that$Z_{n}$, the$p_{n}\times q_{n}$upper left block of a…”
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Low eigenvalues of Laplacian matrices of large random graphs
Published in Probability theory and related fields (01-08-2012)“…For each n ≥ 2, let A n = ( ξ ij ) be an n × n symmetric matrix with diagonal entries equal to zero and the entries in the upper triangular part being…”
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Approximation of Rectangular Beta-Laguerre Ensembles and Large Deviations
Published in Journal of theoretical probability (01-09-2015)“…Let λ 1 , … , λ n be random eigenvalues coming from the beta-Laguerre ensemble with parameter p , which is a generalization of the real, complex and quaternion…”
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SPECTRAL DISTRIBUTIONS OF ADJACENCY AND LAPLACIAN MATRICES OF RANDOM GRAPHS
Published in The Annals of applied probability (01-12-2010)“…In this paper, we investigate the spectral properties of the adjacency and the Laplacian matrices of random graphs. We prove that: (i) the law of large numbers…”
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Limiting Behavior of Largest Entry of Random Tensor Constructed by High-Dimensional Data
Published in Journal of theoretical probability (01-12-2020)“…Let X k = ( x k 1 , … , x kp ) ′ , k = 1 , … , n , be a random sample of size n coming from a p -dimensional population. For a fixed integer m ≥ 2 , consider a…”
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Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
Published in Probability theory and related fields (01-05-2009)“…We develop a tool to approximate the entries of a large dimensional complex Jacobi ensemble with independent complex Gaussian random variables. Based on this…”
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Asymptotic Properties of Random Restricted Partitions
Published in Mathematics (Basel) (01-01-2023)“…We study two types of probability measures on the set of integer partitions of n with at most m parts. The first one chooses the partition with a chance…”
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The Entries of Haar-Invariant Matrices from the Classical Compact Groups
Published in Journal of theoretical probability (01-12-2010)“…Let Γ n =( γ ij ) n × n be a random matrix with the Haar probability measure on the orthogonal group O ( n ), the unitary group U ( n ), or the symplectic…”
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Spectral Measure of Large Random Hankel, Markov and Toeplitz Matrices
Published in The Annals of probability (01-01-2006)“…We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d…”
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The Asymptotic Distributions of the Largest Entries of Sample Correlation Matrices
Published in The Annals of applied probability (01-05-2004)“…Let$X_n = (x_{ij})$be an n by p data matrix, where the n rows form a random sample of size n from a certain p-dimensional population distribution. Let$R_n =…”
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CENTRAL LIMIT THEOREMS FOR CLASSICAL LIKELIHOOD RATIO TESTS FOR HIGH-DIMENSIONAL NORMAL DISTRIBUTIONS
Published in The Annals of statistics (01-08-2013)“…For random samples of size n obtained from p-variate normal distributions, we consider the classical likelihood ratio tests (LRT) for their means and…”
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Maxima of entries of Haar distributed matrices
Published in Probability theory and related fields (2005)“…Let n=(ij) be an n×n random matrix such that its distribution is the normalized Haar measure on the orthogonal group O(n). Let also Wn:=max1i,jn|ij|. We obtain…”
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DETERMINANT OF SAMPLE CORRELATION MATRIX WITH APPLICATION
Published in The Annals of applied probability (01-06-2019)“…Let x₁, . . . , x n be independent random vectors of a common p-dimensional normal distribution with population correlation matrix R n . The sample correlation…”
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LARGEST ENTRIES OF SAMPLE CORRELATION MATRICES FROM EQUI-CORRELATED NORMAL POPULATIONS
Published in The Annals of probability (01-09-2019)“…The paper studies the limiting distribution of the largest off-diagonal entry of the sample correlation matrices of high-dimensional Gaussian populations with…”
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Distributions of eigenvalues of large Euclidean matrices generated from lp balls and spheres
Published in Linear algebra and its applications (15-05-2015)“…Let x1,…,xn be points randomly chosen from a set G⊂RN and f(x) be a function. The Euclidean random matrix is given by Mn=(f(‖xi−xj‖2))n×n where ‖⋅‖ is the…”
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MOMENTS OF TRACES OF CIRCULAR BETA-ENSEMBLES
Published in The Annals of probability (01-11-2015)“…Let θ₁,..., θn be random variables from Dyson's circular β-ensemble with probability density function Const ${\Pi _{1 \leqslant j < k \leqslant…”
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Spectral Radii of Large Non-Hermitian Random Matrices
Published in Journal of theoretical probability (01-03-2017)“…By using the independence structure of points following a determinantal point process, we study the radii of the spherical ensemble, the truncation of the…”
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Limit theorems for beta-Jacobi ensembles
Published in Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability (01-08-2013)“…For a β-Jacobi ensemble determined by parameters a 1 , a 2 and n, under the restriction that the three parameters go to infinity with n and a 1 being of small…”
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