3 papers
math.PR2020
Spectral deconvolution of unitarily invariant matrix models
Pierre Tarrago
The present paper implements a complex analytic method to recover the spectrum of a matrix perturbed by either the addition or the multiplication of a random matrix noise, under th…
math.PR2020
Martin boundary of random walks in convex cones
Jetlir Duraj, Kilian Raschel, Pierre Tarrago +1
We determine the asymptotic behavior of the Green function for zero-drift random walks confined to multidimensional convex cones. As a consequence, we prove that there is a unique…
math.PR2018
Boundary behavior for random walks in cones
Kilian Raschel, Pierre Tarrago
We study the asymptotic behavior of zero-drift random walks confined to multidimensional convex cones, when the endpoint is close to the boundary. We derive a local limit theorem i…