49 citations · 210 across the 18 of their papers we have counts for
4 papers · 2 filters
Fluctuations of Matrix Entries of Regular Functions of Sample Covariance Random Matrices
Sean O'Rourke, David Renfrew, Alexander Soshnikov
We extend the results about the fluctuations of the matrix entries of regular functions of Wigner matrices to the case of sample covariance random matrices.
On Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices with Non-Identically Distributed Entries
Sean O'Rourke, David Renfrew, Alexander Soshnikov
In this note, we extend the results about the fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in arXiv:1103.3731 [math.PR] to Wigner matr…
On Finite Rank Deformations of Wigner Matrices
Alessandro Pizzo, David Renfrew, Alexander Soshnikov
We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrice under the assumption that the off-diagonal matrix entries have unifor…
Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices
Alessandro Pizzo, David Renfrew, Alexander Soshnikov
We study the fluctuations of the matrix entries of regular functions of Wigner random matrices in the limit when the matrix size goes to infinity. In the case of the Gaussian ensem…