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Global and Local Scaling Limits for Linear Eigenvalue Statistics of Jacobi β-Ensembles Book chapter
出自: Operator Theory: Advances and Applications:Springer Science and Business Media Deutschland GmbH, 2022, 页码:531-559
Authors:  Min, Chao;  Chen, Yang
Favorite | TC[Scopus]:0 | Submit date:2023/03/06
Bessel Kernel  Jacobi Β-ensembles  Linear Eigenvalue Statistics  Mean And Variance  Moment-generating Function  Sine Kernel  
The Eigenvectors of Single-spiked Complex Wishart Matrices: Finite and Asymptotic Analyses Journal article
Prathapasinghe Dharmawansa, Pasan Dissanayake, Yang Chen. The Eigenvectors of Single-spiked Complex Wishart Matrices: Finite and Asymptotic Analyses[J]. IEEE transactions on information theory, 2022, 68(12), 8092-8120.
Authors:  Prathapasinghe Dharmawansa;  Pasan Dissanayake;  Yang Chen
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:2.2/2.4 | Submit date:2022/07/04
Convergence In Distribution  Eigenvalues  Eigenvectors  Gauss Hypergeometric Function  Hypergeometric Function Of Two Matrix Arguments  Laguerre Polynomials  Moment Generating Function (M.g.f.)  Probability Density Function (P.d.f.)  Single-spiked Covariance  Wishart Matrix  
Distribution of the Scaled Condition Number of Single-spiked Complex Wishart Matrices Journal article
Pasan Dissanayake, Prathapasinghe Dharmawansa, Yang Chen. Distribution of the Scaled Condition Number of Single-spiked Complex Wishart Matrices[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 2022, 68(10), 6716-6737.
Authors:  Pasan Dissanayake;  Prathapasinghe Dharmawansa;  Yang Chen
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:2.2/2.4 | Submit date:2022/07/04
Condition Number  Cumulative Distribution Function (C.d.f.)  Eigenvalues  Hypergeometric Function Of Two Matrix Arguments  Moment Generating Function (M.g.f.)  Orthogonal Polynomials  Probability Density Function (P.d.f.)  Single-spiked Covariance  Wishart Matrix  
Global and Local Scaling Limits for the linear eigenvalues statitics of Jacobi beta-ensembles Journal
创刊日期: 2022, 收录类别: SCIE, 出版者: Springer Nature Switzerland AG 2022, ISSN: 978-3-031-13850-8
Authors:  CHEN YANG
Adobe PDF | Favorite |  | Submit date:2022/09/12
Linear Eigenvalue Statistics Jacobi Β-ensembles  Moment-generating Function  Mean And Variance  Sine Kernel  Bessel Kernel  
Fast exponential time integration scheme for option pricing with jumps Journal article
Lee,Spike T., Liu,Xin, Sun,Hai Wei. Fast exponential time integration scheme for option pricing with jumps[J]. Numerical Linear Algebra with Applications, 2012, 19(1), 87-101.
Authors:  Lee,Spike T.;  Liu,Xin;  Sun,Hai Wei
Favorite | TC[WOS]:17 TC[Scopus]:17 | Submit date:2019/05/27
Generating Function  Jump-diffusion  Option Pricing  Shift-and-invert Arnoldi Method  Toeplitz Matrix Exponential  
Reliability Analysis Using a “Taylor Expansion-Expected Value” Saddlepoint Approximation Journal article
Wang, J., Au, S.K., Yuen, K. V.. Reliability Analysis Using a “Taylor Expansion-Expected Value” Saddlepoint Approximation[J]. International Journal of Reliability and Safety, 2011, 44-65.
Authors:  Wang, J.;  Au, S.K.;  Yuen, K. V.
Favorite |  | Submit date:2022/07/27
CGF  cumulant generating function  failure probability  reliability  
Reliability analysis using a 'Taylor expansionexpected value' saddlepoint approximation Journal article
Jia Wang, Siu-Kui Au, Ka-Veng Yuen. Reliability analysis using a 'Taylor expansionexpected value' saddlepoint approximation[J]. International Journal of Reliability and Safety, 2010, 5(1), 44-65.
Authors:  Jia Wang;  Siu-Kui Au;  Ka-Veng Yuen
Favorite | TC[Scopus]:2 | Submit date:2019/02/12
Cgf  Cumulant Generating Function  Failure Probability  Reliability Analysis  Saddlepoint Approximation  Cumulative Distribution Function  Ten-storey Shear Building  Modelling  White Noise Excitation  
Application of saddlepoint approximation in reliability analysis of dynamic systems Journal article
Ka-Veng Yuen, Jia Wang, Siu-Kui Au. Application of saddlepoint approximation in reliability analysis of dynamic systems[J]. Earthquake Engineering and Engineering Vibration, 2007, 6(4), 391-400.
Authors:  Ka-Veng Yuen;  Jia Wang;  Siu-Kui Au
Favorite | TC[WOS]:14 TC[Scopus]:17  IF:2.6/2.6 | Submit date:2019/02/12
Cumulant Generating Function  Failure Probability  Reliability Analysis  Saddlepoint Approximation  
Band Toeplitz preconditioners for block Toeplitz systems Journal article
Jin X.-Q.. Band Toeplitz preconditioners for block Toeplitz systems[J]. Journal of Computational and Applied Mathematics, 1996, 70(2), 225-230.
Authors:  Jin X.-Q.
Favorite | TC[WOS]:12 TC[Scopus]:10 | Submit date:2019/02/11
Generating Function  Pcg Method  Remez Algorithm  Toeplitz Matrix  
Hartley preconditioners for Toeplitz systems generated by positive continuous functions Journal article
Jin X.-Q.. Hartley preconditioners for Toeplitz systems generated by positive continuous functions[J]. BIT NUMERICAL MATHEMATICS, 1994, 34(3), 367-371.
Authors:  Jin X.-Q.
Favorite | TC[WOS]:20 TC[Scopus]:18  IF:1.6/1.8 | Submit date:2019/02/11
Ams Subject Classifications: 65f10, 65f15  Circulant Matrix  Conjugate Gradient Method  Generating Function  Hartley Preconditioner  Topelitz Matrix