15 citations · 23 across the 3 of their papers we have counts for
3 papers
math.PR2006★ 1 cited
A new REM conjecture
Gerard Ben Arous, Veronique Gayrard, Alexey Kuptsov
We introduce here a new universality conjecture for levels of random Hamiltonians, in the same spirit as the local REM conjecture made by S. Mertens and H. Bauke. We establish our…
math.OA2005★ 15 cited
Free extreme values
Gerard Ben Arous, Dan Virgil Voiculescu
Free probability analogs of the basics of extreme-value theory are obtained, based on Ando's spectral order. This includes classification of freely max-stable laws and their domain…
math.PR2004★ 7 cited
Phase transition of the largest eigenvalue for non-null complex sample covariance matrices
Jinho Baik, Gerard Ben Arous, Sandrine Peche
We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each s…