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20232026
most citedSpectral Phase Transition and Optimal PCA in Block-Structured Spiked models

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math.PR2026

Stability of the Markov-Krein Transform Under Classical Convolutions

Pierre Mergny

We prove that, for every , the image of the generalized Markov-Krein transform on probability measures with finite logarithmic moment is closed under classical additive convol…

math.PR2023

Spectral Phase Transitions in Non-Linear Wigner Spiked Models

Alice Guionnet, Justin Ko, Florent Krzakala +2

We study the asymptotic behavior of the spectrum of a random matrix where a non-linearity is applied entry-wise to a Wigner matrix perturbed by a rank-one spike with independent an…