报告题目：Importance sampling estimator for rare-events of β-Jacobi ensemble

主 讲 人：王思玉

单      位：北京师范大学

时      间：2024年4月29日15:00

地      点：数学院211教室

摘      要：We consider the extreme behavior of the top eigenvalues of the β-Jacobi ensemble, which plays an important role in multivariate analysis. For general case, we establish a new large deviation principle for the top eigenvalues, and then we obtain the logarithmical efficiency of the IS. Meanwhile, for the very rectangular case, we show the strong efficiency of the IS and also prove that the IS converges to the optimal estimator with respect to the total variation distance. The talk is based on a joint work withYutaoMa.

简      介：王思玉，现于北京师范大学攻读博士学位，导师为马宇韬，研究兴趣为经典β系综的谱理论研究及其应用.