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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

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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.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_…

math.PR2017

Limiting eigenvectors of outliers for Spiked Information-Plus-Noise type matrices

Mireille Capitaine

We consider an Information-Plus-Noise type matrix where the Information matrix is a spiked matrix. When some eigenvalues of the random matrix separate from the bulk, we study how t…