Friedrich Götze
- Birth of a strongly connected giant in an inhomogeneous random digraph
2009/11/16 by Mindaugas Bloznelis, Friedrich Götze, Bloznelis, M. +3 · 2 citations
Mathematics · Physics and Astronomy · #Stochastic processes and statistical mechanics #Complex Network Analysis Techniques
- Berry-Esseen bounds in the entropic central limit theorem
2011/05/20 by Sergey G. Bobkov, Bobkov, Sergey G., Gennadiy P. Chistyakov +3 · 2 citations
Engineering · Physics and Astronomy · Computer Science · #Wireless Communication Security Techniques #Statistical Mechanics and Entropy #Bayesian Methods and Mixture Models
- Distribution of Values of Quadratic Forms at Integral Points
2010/04/28 by Paul Buterus, Buterus, Paul, Friedrich Götze +5 · 1 citation
Mathematics · Engineering · #Analytic and geometric function theory #Mathematical Dynamics and Fractals #Advanced Numerical Analysis Techniques
- Asymptotic Spectra of Matrix-Valued Functions of Independent Random Matrices and Free Probability
2014/08/07 by Friedrich Götze, Götze, F., Holger Kösters +3 · 1 citation
Mathematics · #15B52 #46L54 #60B20 #Advanced Algebra and Geometry #Advanced Combinatorial Mathematics #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications
- Approximations for multivariate U-statistics
1987/08/01 by F Götze, Friedrich Götze · 1 citation
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Bayesian Methods and Mixture Models #Probability and Risk Models #Financial Risk and Volatility Modeling
- Characterization problems for linear forms with free summands
2011/10/07 by G. P. Chistyakov, Friedrich Götze, Chistyakov, G. P. +1 · 1 citation
Mathematics · #Random Matrices and Applications #Advanced Algebra and Geometry #Spectral Theory in Mathematical Physics
- Normal Approximation for Weighted Sums under a Second Order Correlation Condition
2019/06/21 by Sergey G. Bobkov, Bobkov, S. G., G. P. Chistyakov +3 · 1 citation
Mathematics · #60E #60F #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Point processes and geometric inequalities #Probability (math.PR) #Statistical Methods and Inference
- Edgeworth approximations for distributions of symmetric statistics
2021/02/06 by Friedrich Götze, Mindaugas Bloznelis, Götze, Friedrich +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Statistical Distribution Estimation and Applications #Financial Risk and Volatility Modeling
- Large ball probability, Gaussian comparison and anti-concentration
2017/08/29 by Friedrich Götze, Götze, Friedrich, Alexey Naumov +5 · 2 citations
Mathematics · Physics and Astronomy · #Advanced Statistical Methods and Models #FOS: Mathematics #Probability (math.PR) #Statistical Mechanics and Entropy #Statistical Methods and Inference
- Strictly subgaussian probability distributions
2023/08/03 by Sergey G. Bobkov, G. P. Chistyakov, Bobkov, S. G. +3 · 1 citation
Mathematics · #Advanced Statistical Methods and Models
- Smallest gaps between zeros of stationary Gaussian processes
2024/05/07 by Renjie Feng, Friedrich Götze, Dong Yao · 1 citation
Mathematics · #Point processes and geometric inequalities #Geometry and complex manifolds #Stochastic processes and statistical mechanics
- The rate of convergence of spectra of sample covariance matrices
2007/12/21 by Friedrich Götze, Götze, F., А. Н. Тихомиров +1 · 1 citation
Mathematics · #60B99 #Advanced Algebra and Geometry #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Spectral Theory (math.SP) #Spectral Theory in Mathematical Physics