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Author

Tiefeng Jiang

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Preprint Aug 2026

Extreme principal minors of Wishart and deformed GOE matrices

We study the laws of large numbers for the largest eigenvalues among all principal minors of Wishart matrices and deformed GOE matrices. We propose a new method based on identifying the deterministic sets to which the random sets formed by suitably normalized principal minors converge in Hausdorff distance, thereby red...

Zhaorui Dong, Tiefeng Jiang, Tuan Pham et al. · 0 citations

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