Kamil Jurczak

Ruhr-Universität Bochum
Fakultät für Mathematik
Lehrstuhl für Stochastik
44780 Bochum
Deutschland

Building NA 1/76
Tel.: +49 (0)234 / 32 25684
Fax: +49 (0)234 / 32 14559
E-Mail: kamil.jurczak(at)rub.de



Office hours

By appointment

Research Interests

Probability theory - random matrices

Publications

Jurczak, K. (2015). A universal expectation bound on empirical projections of deformed random matrices. Journal of Theoretical Probability 28, 650-666.

Jurczak, K. (2014). The critical threshold level on Kendall’s tau statistic concerning minimax estimation of sparse correlation matrices. arXiv:1408.3525

Jurczak, K. and Rohde, A. (2015). Spectral analysis of high-dimensional sample covariance matrices with missing observations. arXiv:1507.06165, Bernoulli, to appear.

Jurczak, K. (2015). Weak convergence of the empirical spectral distribution of ultra-high-dimensional banded sample covariance matrices. arXiv:1508.01101

Theses

Spectral analysis and minimax estimation in non-standard random matrix models
PhD thesis Mathematics, Ruhr-Universität Bochum, 2015

Normalapproximation mittels Malliavin-Kalkül für Gaußsche Funktionale
Master thesis Mathematics, Universität Hamburg, 2011