activity
20052024
most citedThe largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality of the fluctuations

203 citations · 283 across the 16 of their papers we have counts for

collaborators

20 papers

math.PR2024

Outliers of perturbations of banded Toeplitz matrices

Charles Bordenave, François Chapon, Mireille Capitaine

Toeplitz matrices form a rich class of possibly non-normal matrices whose asymptotic spectral analysis in high dimension is well-understood. The spectra of these matrices are notor…

math.OA2022★ 4 cited

Strong convergence of tensor products of independent G.U.E. matrices

Serban Belinschi, Mireille Capitaine

Given tuples of properly normalized independent G.U.E. matrices and , we show that the tuple $(X_N^{(1)}\…

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★ 4 cited

Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices

Serban Belinschi, Charles Bordenave, Mireille Capitaine +1

We consider a square random matrix of size of the form where is a noncommutative polynomial, is a tuple of deterministic matrices converging in -distribu…

math.PR2018

Non universality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix

Mireille Capitaine

We study the fluctuations associated to the a.s. convergence, established by Belinschi-Bercovici-Capitaine, of the outliers of an Hermitian polynomial in a complex Wigner matrix an…

math.PR2018

Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices

Mireille Capitaine, Catherine Donati-Martin

In this paper, we investigate the fluctuations of a unit eigenvector associated to an outlier in the spectrum of a spiked complex Deformed Wigner matrix : $M_N =W_…