activity
20182025
most citedLarge deviations for the largest eigenvalue of matrices with variance profiles

6 citations · 11 across the 9 of their papers we have counts for

collaborators

11 papers

math.PR2025

LDP for the largest eigenvalue of Kronecker random matrices

Alice Guionnet, Jonathan Husson, Jana Reker

We prove a large deviations principle for the largest eigenvalue of Gaussian Kronecker matrices, namely matrices defined as the sum of tensors of independent Gaussian matrices in t…

math.PR2025

Discrete and Continuous Muttalib--Borodin Process: Large Deviations and Limit Shape Analysis

Jonathan Husson, Guido Mazzuca, Alessandra Occelli

In this paper, we study the asymptotic behaviour of plane partitions distributed according to a -weighted Muttalib--Borodin ensemble and its associated discrete…

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 , we consider random 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 , where has i.i.d. real…

math.PR2022★ 3 cited

Spherical Integrals of Sublinear Rank

Jonathan Husson, Justin Ko

We consider the asymptotics of -dimensional spherical integrals when . We prove that the -dimensional spherical integrals are approximately the products of -d…

math.RT2021

Asymptotic Behavior of Multiplicative Spherical Integrals and S-transform

Jonathan Husson

In this note, we study the asymptotics of a spherical integral that is a multiplicative counterpart to the well-known Harish-Chandra Itzykson Zuber integral. This counterpart can a…

math.PR2021

Asymptotics of k dimensional spherical integrals and applications

Alice Guionnet, Jonathan Husson

In this article, we prove that k-dimensional spherical integrals are asymptotically equivalent to the product of 1-dimensional spherical integrals. This allows us to generalize sev…

math.PR2020

Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices

Nicholas A. Cook, Alice Guionnet, Jonathan Husson

For a fixed quadratic polynomial in non-commuting variables, and independent complex Ginibre matrices , we establish the conv…

math.PR2020★ 6 cited

Large deviations for the largest eigenvalue of matrices with variance profiles

Jonathan Husson

In this article we consider Wigner matrices with variance profiles (also called Wigner-type matrices) which are of the form where $…

math.PR2019

Large deviations for the largest eigenvalue of sub-Gaussian matrices

Fanny Augeri, Alice Guionnet, Jonathan Husson

We establish large deviations estimates for the largest eigenvalue of Wigner matrices with sub-Gaussian entries. Under technical assumptions, we show that the large deviation behav…

math.PR2018

Large deviations for the largest eigenvalue of Rademacher matrices

Alice Guionnet, Jonathan Husson

In this article, we consider random Wigner matrices, that is symmetric matrices such that the subdiagonal entries of Xn are independent, centered, and with variance one except on t…