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math.PR2020★ 2 cited
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…