Related papers: On Wishart and non-central Wishart distributions o…

Let $\mathbf{W}$ be a correlated complex non-central Wishart matrix defined through $\mathbf{W}=\mathbf{X}^H\mathbf{X}$, where $\mathbf{X}$ is $n\times m \, (n\geq m)$ complex Gaussian with non-zero mean $\boldsymbol{\Upsilon}$ and…

This paper deals with the Elliptical Wishart and Inverse Elliptical Wishart distributions, which play a major role when handling covariance matrices. Similarly to multivariate elliptical distributions, these form a large family of…

We study the high-dimensional asymptotic regimes of correlated Wishart matrices $d^{-1}\mathcal{Y}\mathcal{Y}^T$, where $\mathcal{Y}$ is a $n\times d$ Gaussian random matrix with correlated and non-stationary entries. We prove that under…

We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…

This study presents a new procedure for necessary tests of multivariate normality based on the uniform distribution on the Stiefel manifold. We demonstrate that the test statistic, which is formed by the product of the scaled residual…

These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…

We initiate the study of goodness-of-fit testing when the data consist of positive definite matrices. Motivated by the recent appearance of the cone of positive definite matrices in numerous areas of applied research, including diffusion…

An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions…

We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…

We review recent developments on quantum scattering from mesoscopic systems. Various spatial geometries whose closed analogs shows diffusive, localized or critical behavior are considered. These are features that cannot be described by the…

This article addresses an equidistribution problem concerning the zeros of systems of random holomorphic sections of positive line bundles on compact K\"{a}hler manifolds and random polynomials on $\mathbb{C}^{m}$ in the setting of the…

We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also…

We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic \chi^2-goodness-of-fit test.…

We study two different methods for inferring the parameters of a spheroid distribution from planar sections of a stationary spatial system of spheroids: one method first unfolds non-parametrically the joint size-shape-orientation…

Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…

Wald-type tests are convenient because they allow one to test a wide array of linear and nonlinear restrictions from a single unrestricted estimator; we focus on the problem of implementing Wald-type tests for nonlinear restrictions. We…

We introduce a novel family of projected distributions on the circle and the sphere, namely the circular and spherical projected Cauchy distributions, as promising alternatives for modelling circular and spherical data. The circular…

Let $M$ be a subharmonic function on a domain $D$ in the complex plane $\mathbb C$ with the Riesz measure $\nu_M$. Let $f$ be a non-zero holomorphic function on $D$ such that $\log |f|\leq M$ on $D$ and the function $f$ vanish on a sequence…

We study sums of locally dependent scores associated with general marked (i.e., labeled) Euclidean point processes. We introduce geometric mixing conditions on the underlying point process and a Lipschitz-"localization" condition on the…

Let $W$ be a complex reflection group of the form $G(l,1,n)$. Following [BK12, BPW12, Gor06, GS05, GS06, KR08, MN11], the theory of deform quantising conical symplectic resolutions allows one to study the category of modules for the…