11 papers
Finite-rank multiplicative perturbations of rotationally invariant non-Hermitian random matrices
Pierre Bousseyroux, Marc Potters
We study finite-rank multiplicative deformations of rotationally invariant non-Hermitian random matrices. More precisely, we consider models of the form $\mathbf{A}(\mathbf{I}+\mat…
Spectral properties of deterministic matrices multiplied by rotationally invariant random non-Hermitian ensembles
Pierre Bousseyroux, Marc Potters
In this paper, we study spectral properties of multiplicative deformations of non-Hermitian random matrices. We consider matrices of the form , where $\mathbf…
Spectra of high-dimensional Spearman correlation matrices under scale-mixture dependence
Jean-Philippe Bouchaud, Pierre Bousseyroux, Tomas Espana +1
We study the asymptotic spectral properties of high-dimensional Spearman correlation matrices for scale-mixture data. We consider observations of the form $x_t=σ_t ξ_t \in \mathbb{…
Spectral boundaries of deterministic matrices deformed by rotationally invariant random non-Hermitian ensembles
Pierre Bousseyroux, Marc Potters
One of the great miracles of random matrix theory is that, in the limit, many otherwise intractable matrix problems with horrendously complicated finite- expressi…
The eigenvalues and eigenvectors of finite-rank normal perturbations of large rotationally invariant non-Hermitian matrices
Pierre Bousseyroux, Marc Potters
We study finite-rank normal deformations of rotationally invariant non-Hermitian random matrices. Extending the classical Baik-Ben Arous-Péché (BBP) framework, we characterize the…
R-transforms for non-Hermitian matrices: a spherical integral approach
Pierre Bousseyroux, Marc Potters
In this paper, we establish a connection between the formalism of -transforms for non-Hermitian random matrices and the framework of spherical integrals, using the rep…