2 citations · 3 across the 7 of their papers we have counts for
4 papers · 1 filter
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…
Large deviations for the smallest eigenvalue of a deformed GOE with an outlier
Jeanne Boursier, Alice Guionnet
We establish a large deviation principle for the smallest eigenvalue of a random matrix model composed of the sum of a GOE matrix and a diagonal matrix with an outlier. Our result…
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…