Kevin Schnelli

most citedThe support of the free additive convolution of multi-cut measures

1 citations · 1 across the 3 of their papers we have counts for

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math.PR2022

Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices

Kevin Schnelli, Yuanyuan Xu

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O (N^{- 1/3})$ , as the matrix dimensio…

math.PR2022★ 1 cited

The support of the free additive convolution of multi-cut measures

Philippe Moreillon, Kevin Schnelli

We consider the free additive convolution $μ_{α} ⊞ μ_{β}$ of two probability measures $μ_{α}$ and $μ_{β}$ , supported on respectively $n_{α}$ and $n_{β}$ disjoint bounded intervals on the…

math.PR2014

Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population

Ji Oon Lee, Kevin Schnelli

We consider sample covariance matrices of the form $Q = (Σ^{1/2} X) (Σ^{1/2} X)^{*}$ , where the sample $X$ is an $M \times N$ random matrix whose entries are real independent ra…