7 citations · 11 across the 6 of their papers we have counts for
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Poisson convergence for the largest eigenvalues of Heavy Tailed Random Matrices
Antonio Auffinger, Gerard Ben Arous, Sandrine Peche
We study the statistics of the largest eigenvalues of real symmetric and sample covariance matrices when the entries are heavy tailed. Extending the result obtained by Soshnikov in…
Universality results for largest eigenvalues of some sample covariance matrix ensembles
Sandrine Peche
For sample covariance matrices with iid entries with sub-Gaussian tails, when both the number of samples and the number of variables become large and the ratio approaches to one, i…
On the lower bound of the spectral norm of symmetric random matrices with independent entries
Sandrine Peche, Alexander Soshnikov
We show that the spectral radius of an random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from below by $ 2 \*σ-…
Wigner random matrices with non-symmetrically distributed entries
Sandrine Peche, Alexander Soshnikov
We show that the spectral radius of an random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from above by $ 2 \*σ+…
The largest eigenvalue of small rank perturbations of Hermitian random matrices
Sandrine Péché
We compute the limiting eigenvalue statistics at the edge of the spectrum of large Hermitian random matrices perturbed by the addition of small rank deterministic matrices. To be m…
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…