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Linear Statistics of Random Matrix Ensembles at the Spectrum Edge Associated with the Airy Kernel Journal article
arXiv, 2019
Authors:  Chao Min;  Yang Chen
Favorite | View/Download:11/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/07/22
Random Matrix Ensembles  Linear Statistics  Moment-generating Function  Airy Kernel  Mean And Variance  Asymptotics  
Painleve transcendents and the Hankel determinants generated by a discontinuous Gaussian weight Journal article
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2019,Volume: 42,Issue: 1,Page: 301-321
Authors:  Min, Chao;  Chen, Yang
Favorite | View/Download:9/0 | TC[WOS]:6 TC[Scopus]:5 | Submit date:2019/01/17
asymptotics  Hankel determinants  ladder operators  orthogonal polynomials  Painleve transcendents  random matrices  
Painlevé transcendents and the Hankel determinants generated by a discontinuous Gaussian weight Journal article
Mathematical Methods in the Applied Sciences, 2019,Volume: 42,Issue: 1,Page: 301-321
Authors:  Min C.;  Chen Y.
Favorite | View/Download:11/0 | TC[WOS]:6 TC[Scopus]:5 | Submit date:2019/02/12
Asymptotics  Hankel Determinants  Ladder Operators  Orthogonal Polynomials  Painlevé Transcendents  Random Matrices  
The smallest eigenvalue of large Hankel matrices generated by a deformed Laguerre weight Journal article
Mathematical Methods in the Applied Sciences, 2019,Volume: 42,Issue: 9,Page: 3272-3288
Authors:  Mengkun Zhu;  Niall Emmart;  Yang Chen;  Charles Weems
Favorite | View/Download:13/0 | TC[WOS]:2 TC[Scopus]:2 | Submit date:2019/05/31
Asymptotics  Hankel Matrices  Random Matrix  Smallest Eigenvalue  Orthogonal Polynomials  
On properties of a deformed Freud weight Journal article
RANDOM MATRICES-THEORY AND APPLICATIONS, 2019,Volume: 8,Issue: 1
Authors:  Zhu, Mengkun;  Chen, Yang
Favorite | View/Download:12/0 | TC[WOS]:7 TC[Scopus]:6 | Submit date:2019/01/17
Deformed Freud weight  unitary random matrices  Hankel determinant  discrete and continuous Painleve equation  integrable systems  
Random Matrices, Painlev'e Equations, Integrable Systems in Orthogonal Polynomials and Related Topics - Part II Preface Journal article
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018,Volume: 7,Issue: 4
Authors:  Chen, Yang;  Filipuk, Galina;  Rebocho, Maria das Neves
Favorite | View/Download:24/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/31
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data Journal article
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018,Volume: 7,Issue: 3
Authors:  Liu, Zhi;  Xia, Xiaochao;  Zhou, Guoliang
Favorite | View/Download:16/0 | TC[WOS]:1 TC[Scopus]:1 | Submit date:2018/10/30
High-frequency Data  Volatility Estimation  Microstructure Noise  
Kernel-Based Multilayer Extreme Learning Machines for Representation Learning Journal article
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2018,Volume: 29,Issue: 3,Page: 757-762
Authors:  Wong, Chi Man;  Vong, Chi Man;  Wong, Pak Kin;  Cao, Jiuwen
Favorite | View/Download:19/0 | TC[WOS]:53 TC[Scopus]:65 | Submit date:2018/10/30
Kernel Learning  Multilayer Extreme Learning Machine (Ml-elm)  Representation Learning  Stacked Autoencoder (Sae)  
Gap Probability Distribution of the Jacobi Unitary Ensemble: An Elementary Treatment, from Finite n to Double Scaling Journal article
STUDIES IN APPLIED MATHEMATICS, 2017,Volume: 140,Issue: 2,Page: 202-220
Authors:  Chao Min;  Yang Chen
Favorite | View/Download:30/0 | TC[WOS]:9 TC[Scopus]:8 | Submit date:2018/10/30
Random Matrices, Painleve Equations, Integrable Systems in Orthogonal Polynomials and Related Topics Journal article
RANDOM MATRICES-THEORY AND APPLICATIONS, 2017,Volume: 6,Issue: 4
Authors:  Chen, Yang;  Filipuk, Galina;  Rebocho, Maria das Neves
Favorite | View/Download:27/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2018/10/30