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20102021
most citedEigenvalue variance bounds for covariance matrices

15 citations · 27 across the 7 of their papers we have counts for

collaborators

7 papers

math.PR2021★ 1 cited

Fluctuations of the Stieltjes transform of the empirical spectral distribution of selfadjoint polynomials in Wigner and deterministic diagonal matrices

Serban Belinschi, Mireille Capitaine, Sandrine Dallaporta +1

We investigate the fluctuations around the mean of the Stieltjes transform of the empirical spectral distribution of any selfadjoint noncommutative polynomial in a Wigner matrix an…

math.PR2019★ 8 cited

Fluctuations Of Linear Spectral Statistics Of Deformed Wigner Matrices

Sandrine Dallaporta, Maxime Fevrier

We investigate the fluctuations of linear spectral statistics of a Wigner matrix deformed by a deterministic diagonal perturbation , around a deterministic equivalent…

math.ST2016★ 1 cited

Sparse Recovery from Extreme Eigenvalues Deviation Inequalities

Sandrine Dallaporta, Yohann De Castro

This article provides a new toolbox to derive sparse recovery guarantees from small deviations on extreme singular values or extreme eigenvalues obtained in Random Matrix Theory. T…

math.PR2013★ 15 cited

Eigenvalue variance bounds for covariance matrices

Sandrine Dallaporta

This work is concerned with finite range bounds on the variance of individual eigenvalues of random covariance matrices, both in the bulk and at the edge of the spectrum. In a prec…

math.PR2012★ 2 cited

Eigenvalue variance bounds for Wigner and covariance random matrices

Sandrine Dallaporta

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for som…

math.PR2011

A Note on the Central Limit Theorem for the Eigenvalue Counting Function of Wigner Matrices

Sandrine Dallaporta, Van Vu

The purpose of this note is to establish a Central Limit Theorem for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on the correct aymptotics of the…