9 citations · 11 across the 4 of their papers we have counts for
5 papers
Optimal dividend policies with random profitability
Max Reppen, Jean-Charles Rochet, H. Mete Soner
We study an optimal dividend problem under a bankruptcy constraint. Firms face a trade-off between potential bankruptcy and extraction of profits. In contrast to previous works, ge…
Fluctuation of matrix entries and application to outliers of elliptic matrices
Florent Benaych-Georges, Guillaume Cébron, Jean Rochet
For any family of random matrices which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central lim…
Complex outliers of Hermitian random matrices
Jean Rochet
In this paper, we study the asymptotic behavior of the outliers of the sum a Hermitian random matrix and a finite rank matrix which is not necessarily Hermitian. We observe several…
Fluctuations for analytic test functions in the Single Ring Theorem
Florent Benaych-Georges, Jean Rochet
We consider a non-Hermitian random matrix whose distribution is invariant under the left and right actions of the unitary group. The so-called Single Ring Theorem, proved by Gu…
Outliers in the Single Ring Theorem
Florent Benaych-Georges, Jean Rochet
This text is about spiked models of non Hermitian random matrices. More specifically, we consider matrices of the type , where the rank of stays bounded as the dimension g…