Benjamin Groux

most citedAsymptotic Freeness for Rectangular Random Matrices and Large Deviations for Sample Covariance Matrices With Sub-Gaussian Tails

5 citations · 5 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2016

Convergence to Equilibrium in the Free Fokker-Planck Equation With a Double-Well Potential

Catherine Donati-Martin, Benjamin Groux, Mylene Maida

We consider the one-dimensional free Fokker-Planck equation $\frac{\partial μ _ t}{\partial t} = \frac{\partial}{\partial x} [μ_t (\frac{1}{2} V^{'} - H μ_t)]$ ,…

math.PR2015★ 5 cited

Asymptotic Freeness for Rectangular Random Matrices and Large Deviations for Sample Covariance Matrices With Sub-Gaussian Tails

Benjamin Groux

We establish a large deviation principle for the empirical spectral measure of a sample covariance matrix with sub-Gaussian entries, which extends Bordenave and Caputo's result for…