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math.PR2012★ 5 cited
The outliers among the singular values of large rectangular random matrices with additive fixed rank deformation
Francois Chapon, Romain Couillet, Walid Hachem +1
Consider the matrix where the matrix $X_n \in \C^{N\times n}$ has Gaussian standard independent elements, is a deterministic diagonal non…
math.PR2010
Affine Dunkl processes
Francois Chapon
We introduce the analogue of Dunkl processes in the case of an affine root system of type . The construction of the affine Dunkl process is achieved by a sk…