Develops an RDT-based LDP framework for spectral edges of Wishart and Wigner matrices matching prior Coulomb gas results.
Fully bilinear generic and lifted random processes comparisons
2 Pith papers cite this work. Polarity classification is still indexing.
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abstract
In our companion paper \cite{Stojnicgscomp16} we introduce a collection of fairly powerful statistical comparison results. They relate to a general comparison concept and its an upgrade that we call lifting procedure. Here we provide a different generic principle (which we call fully bilinear) that in certain cases turns out to be stronger than the corresponding one from \cite{Stojnicgscomp16}. Moreover, we also show how the principle that we introduce here can also be pushed through the lifting machinery of \cite{Stojnicgscomp16}. Finally, as was the case in \cite{Stojnicgscomp16}, here we also show how the well known Slepian's max and Gordon's minmax comparison principles can be obtained as special cases of the mechanisms that we present here. We also create their lifted upgrades which happen to be stronger than the corresponding ones in \cite{Stojnicgscomp16}. A fairly large collection of results obtained through numerical experiments is also provided. It is observed that these results are in an excellent agreement with what the theory predicts.
years
2026 2verdicts
UNVERDICTED 2representative citing papers
This review synthesizes representative advances in high-dimensional statistics, highlights common themes and open problems, and points to key entry works.
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An RDT based approach to large deviations of Wishart and Wigner matrices spectral edges
Develops an RDT-based LDP framework for spectral edges of Wishart and Wigner matrices matching prior Coulomb gas results.
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High-Dimensional Statistics: Reflections on Progress and Open Problems
This review synthesizes representative advances in high-dimensional statistics, highlights common themes and open problems, and points to key entry works.