396 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR154 papers
- Paris-Est SupFR126 papers
- École nationale des ponts et chausséesFR92 papers
- CERMICSFR71 papers
- Institut national de recherche en sciences et technologies du numériqueFR64 papers
- Laboratoire d'Informatique Gaspard-MongeFR46 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR44 papers
- Université Paris-Est CréteilFR40 papers
- Université Paris-Est Marne-la-ValléeFR39 papers
- Laboratoire NavierFR33 papers
- Laboratoire Modélisation et Simulation Multi-EchelleFR29 papers
- Université Paris DiderotFR15 papers
3 papers · 2 filters
A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices
Walid Hachem, Adrien Hardy, Jamal Najim
The aim of this note is to provide a pedagogical survey of the recent works by the authors ( arXiv:1409.7548 and arXiv:1507.06013) concerning the local behavior of the eigenvalues…
Bernstein type inequality for a class of dependent random matrices
Marwa Banna, Florence Merlevède, Pierre Youssef
In this paper we obtain a Bernstein type inequality for the sum of self-adjoint centered and geometrically absolutely regular random matrices with bounded largest eigenvalue. This…
Central Limit Theorem for Adaptative Multilevel Splitting Estimators in an Idealized Setting
Charles-Edouard Bréhier, Ludovic Goudenège, Loic Tudela
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems.…