Random Matrices-Theory and Applications

Papers
(The TQCC of Random Matrices-Theory and Applications is 2. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-06-01 to 2026-06-01.)
ArticleCitations
Strong convergence of the empirical spectral distribution of a unified matrix model11
On the precise deviations of the characteristic polynomial of a random matrix10
Asymptotic expansions of Gaussian and Laguerre ensembles at the soft edge II: Level densities8
Analysis of the limiting spectral distribution of large random matrices of the Marčenko–Pastur type7
The Boolean quadratic forms and tangent law6
Monotonicity of the logarithmic energy for random matrices6
Statistical inference on kurtosis of independent component model5
Nonlinear interaction detection through partial dimension reduction with missing response data5
Matrix deviation inequality for ℓp-norm4
Empirical likelihood inference for time-varying coefficient autoregressive models3
Necessary and sufficient conditions for convergence to the semicircle distribution3
Rank 1 perturbations in random matrix theory — A review of exact results3
Computing free convolutions via contour integrals3
The moderate deviation principles of likelihood ratio tests under alternative hypothesis3
Central limit theory of hotelling’s T2 statistic with dimensionality reduction3
Tail bounds on the spectral norm of sub-exponential random matrices3
On special solutions to the Ermakov–Painlevé XXV equation2
Exact convergence rate of spectral radius of complex Ginibre to Gumbel distribution2
Determinantal structure of the overlaps for induced spherical unitary ensemble2
Random anti-commuting Hermitian matrices2
Covariance kernel of linear spectral statistics for half-heavy tailed Wigner matrices2
Strong limit theorem for largest entry of large-dimensional random tensor2
A non-Gaussian limit for linear eigenvalue statistics of Hankel matrices2
Limiting spectra of inhomogeneous random graphs2
Mean left-right eigenvector self-overlap in the real Ginibre ensemble2
Robust estimation and test for Pearson’s correlation coefficient2
Factoring determinants and applications to number theory2
Dyson equation for correlated linearizations and test error of random features regression2
Auxiliary data enhanced conformal prediction2
Fisher information approximation of random orthogonal matrices by Gaussian matrices2
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