Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
By Tiefeng Jiang. 2009
70 citations recorded by the source corpus.
Subfields: Discrete Mathematics and Combinatorics, Mathematical Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/7773b736420390ee983537327499dbac04ea5b1f
How researchers see this paper
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In Discrete Mathematics and Combinatorics
- Sourav Chatterjee
- Ioana Dumitriu
- Elliot Paquette
- Debashis Paul
- Alexander Aue
- Danning Li
- Charles Bordenave
- Djalil CHAFAÏ
In Mathematical Physics
- Charles Bordenave
- Debashis Paul
- Alexander Aue
- Djalil CHAFAÏ
- Sourav Chatterjee
- Ioana Dumitriu
- Elliot Paquette
- Danning Li
In Statistics and Probability
- Alexander Aue
- Charles Bordenave
- Debashis Paul
- Djalil CHAFAÏ
- Sourav Chatterjee
- Ioana Dumitriu
- Elliot Paquette
- Danning Li
Citations in the corpus
- Random matrix theory in statistics: A review (2014, methodology): “Jiang (2009) proved Tracy–Widom limits for the largest eigenvalue of the Jacobi ensemble under a different asymptotic regime where m2=n-1 while p=n-γAð0;1Þ, which essentially corresponds to having m 1U Ip (Fig.”
- Approximation of Rectangular Beta-Laguerre Ensembles and Large Deviations (2013, methodology): “This paper together with the work by Jiang [36,37] says that, as the parameters of the last two matrices are in extreme relationships, we have Jacobi → Laguerre → Hermite.”
- Spectral Radii of Large Non-Hermitian Random Matrices (2014, background): “Let U be an n×n Haarinvariant unitary matrix [see, e.g., Diaconis and Evans (2001) and Jiang (2009, 2010)].”
- Around the circular law (2011, background): “Other results of the same flavor can be found in [89].”
- GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES (2012, background): “The later work of Kusalik, Mingo, and Speicher [30] builds on [12] and on results obtained by Mingo and Nica [35] to obtain fluctuations (second-order asymptotics) for random matrices (also in the case β = 2).”
- Fluctuations of eigenvalues and second order Poincaré inequalities (2007, methodology): “This is a gaussian Toeplitz matrix, of the kind recently considered in Bryc, Dembo, and Jiang [13] and also in M. Meckes [40] and Bose and Sen [11].”