Limiting behavior of largest entry of random tensor constructed by high-dimensional data

DOI10.1007/s10959-019-00958-1zbMath1471.60031arXiv1910.12701OpenAlexW2985096930WikidataQ126853462 ScholiaQ126853462MaRDI QIDQ2209327

Tiefeng Jiang, Junshan Xie

Publication date: 30 October 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.12701

zbMATH Keywords

tensorhigh-dimensional dataextreme-value distributionStein-Chen Poisson approximation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Central limit and other weak theorems (60F05)

Related Items (4)

Convenient tail bounds for sums of random tensors ⋮ Strong limit theorem for largest entry of large-dimensional random tensor ⋮ Point process convergence for the off-diagonal entries of sample covariance matrices ⋮ Asymptotic distribution of the maximum interpoint distance for high-dimensional data

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