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On properties of a deformed Freud weight Journal article
Zhu, Mengkun, Chen, Yang. On properties of a deformed Freud weight[J]. RANDOM MATRICES-THEORY AND APPLICATIONS, 2019, 8(1).
Authors:  Zhu, Mengkun;  Chen, Yang
Favorite | TC[WOS]:14 TC[Scopus]:11  IF:0.9/0.9 | 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
Chen, Yang, Filipuk, Galina, Rebocho, Maria das Neves. Random Matrices, Painlev'e Equations, Integrable Systems in Orthogonal Polynomials and Related Topics - Part II Preface[J]. RANDOM MATRICES-THEORY AND APPLICATIONS, 2018, 7(4).
Authors:  Chen, Yang;  Filipuk, Galina;  Rebocho, Maria das Neves
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.9/0.9 | Submit date:2018/10/31
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data Journal article
Liu, Zhi, Xia, Xiaochao, Zhou, Guoliang. Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data[J]. RANDOM MATRICES-THEORY AND APPLICATIONS, 2018, 7(3).
Authors:  Liu, Zhi;  Xia, Xiaochao;  Zhou, Guoliang
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:0.9/0.9 | Submit date:2018/10/30
High-frequency Data  Volatility Estimation  Microstructure Noise  
Random Matrices, Painleve Equations, Integrable Systems in Orthogonal Polynomials and Related Topics Journal article
Chen, Yang, Filipuk, Galina, Rebocho, Maria das Neves. Random Matrices, Painleve Equations, Integrable Systems in Orthogonal Polynomials and Related Topics[J]. RANDOM MATRICES-THEORY AND APPLICATIONS, 2017, 6(4).
Authors:  Chen, Yang;  Filipuk, Galina;  Rebocho, Maria das Neves
Favorite | TC[WOS]:1 TC[Scopus]:0  IF:0.9/0.9 | Submit date:2018/10/30
The recurrence coefficients of a semi-classical Laguerre polynomials and the large n asymptotics of the associated Hankel determinant Conference paper
Han, Pengju, Chen, Yang. The recurrence coefficients of a semi-classical Laguerre polynomials and the large n asymptotics of the associated Hankel determinant[C], 27 WARREN ST, STE 401-402, HACKENSACK, NJ 07601 USA:WORLD SCI PUBL CO INC, 2017.
Authors:  Han, Pengju;  Chen, Yang
Favorite | TC[WOS]:27 TC[Scopus]:14 | Submit date:2018/10/30
Orthogonal Polynomials  Ladder Operator  Hankel Determinant  
Large N-limit for random matrices with external source with three distinct eigenvalues Journal article
Jian Xu, Engui Fan, Yang Chen. Large N-limit for random matrices with external source with three distinct eigenvalues[J]. Random Matrices-Theory and Applications, 2016, 5(2), 1650005.
Authors:  Jian Xu;  Engui Fan;  Yang Chen
Favorite | TC[WOS]:4 TC[Scopus]:2  IF:0.9/0.9 | Submit date:2019/06/03
Riemann–hilbert Problem  Large N-limit  Random Matrices  Multiple Orthogonal Polynomi-als