4 papers
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…
Global law of conjugate kernel random matrices with heavy-tailed weights
Alice Guionnet, Vanessa Piccolo
We study the asymptotic spectral distribution of the conjugate kernel random matrix , where arises from a two-layer neural network model. We consider the settin…
Asymptotic expansion of the partition function for -ensembles with complex potentials
Alice Guionnet, Karol Kozlowski, Alex Little
In this work we establish under certain hypotheses the asymptotic expansion of integrals of the form $$\mathcal{Z}_{N,Γ}[V] \, = \, \int_{Γ^N} \prod_{ a < b}^{N}(z_…
Large deviations for macroscopic observables of heavy-tailed matrices
Charles Bordenave, Alice Guionnet, Camille Male
We consider a finite collection of independent Hermitian heavy-tailed random matrices of growing dimension. Our model includes the Lévy matrices proposed by Bouchaud and Cizeau, as…