197 citations · 2.1k across the 93 of their papers we have counts for
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Number of relevant directions in Principal Component Analysis and Wishart random matrices
Satya N. Majumdar, Pierpaolo Vivo
We compute analytically, for large , the probability that a Wishart random matrix has eigenvalues exceeding a threshold , including it…
Phase transitions in the distribution of the Andreev conductance of superconductor-metal junctions with multiple transverse modes
Kedar Damle, Satya N. Majumdar, Vikram Tripathi +1
We compute analytically the full distribution of Andreev conductance of a metal-superconductor interface with a large number of transverse modes, using a ra…
Equilibrium strategy and population-size effects in lowest unique bid auctions
Simone Pigolotti, Sebastian Bernhardsson, Jeppe Juul +2
In lowest unique bid auctions, players bid for an item. The winner is whoever places the \emph{lowest} bid, provided that it is also unique. We use a grand canonical approach t…
Compact smallest eigenvalue expressions in Wishart-Laguerre ensembles with or without fixed-trace
Gernot Akemann, Pierpaolo Vivo
The degree of entanglement of random pure states in bipartite quantum systems can be estimated from the distribution of the extreme Schmidt eigenvalues. For a bipartition of size M…
Moments of Wishart-Laguerre and Jacobi ensembles of random matrices: application to the quantum transport problem in chaotic cavities
Giacomo Livan, Pierpaolo Vivo
We collect explicit and user-friendly expressions for one-point densities of the real eigenvalues of Wishart-Laguerre and Jacobi random matrices with orthogon…