Jonathan Husson

most citedLarge deviation principle for the largest eigenvalue of random matrices with a variance profile

2 citations · 2 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2024★ 2 cited

Large deviation principle for the largest eigenvalue of random matrices with a variance profile

Raphaël Ducatez, Alice Guionnet, Jonathan Husson

We establish large deviation principles for the largest eigenvalue of large random matrices with variance profiles. For $N \in N$ , we consider random $N \times N$ symmetric…

math.PR2023

Large deviations for the largest eigenvalue of generalized sample covariance matrices

Jonathan Husson, Benjamin McKenna

We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^{T} Γ Z$ , where $Z$ has i.i.d. real…