207 citations · 476 across the 17 of their papers we have counts for
13 papers · 1 filter
Eigenvalue distribution of nonlinear models of random matrices
Lucas Benigni, Sandrine Péché
This paper is concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider with $Y=f(WX)…
Poisson statistics for matrix ensembles at large temperature
Florent Benaych-Georges, Sandrine Péché
In this article, we consider -ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(β)}|Δ(λ)|^βe^{- \frac{Nβ}{…
Fluctuations at the edges of the spectrum of the full rank deformed GUE
M. Capitaine, S. Péché
We consider a full rank deformation of the GUE where is a full rank Hermitian matrix of size and is a GUE. The empirical eigenvalue distribution …
A note on the second order universality at the edge of Coulomb gases on the plane
Djalil Chafaï, Sandrine Péché
We consider in this note a class of two-dimensional determinantal Coulomb gases confined by a radial external field. As the number of particles tends to infinity, their empirical d…
Localization and delocalization for heavy tailed band matrices
Florent Benaych-Georges, Sandrine Péché
We consider some random band matrices with band-width whose entries are independent random variables with distribution tail in . We consider the largest eigenvalues a…
Universality in the bulk of the spectrum for complex sample covariance matrices
S. Péché
We consider complex sample covariance matrices where is a random matrix with i.i.d. entries with dist…
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 rank one deformation of large Wigner matrices
Delphine Féral, Sandrine Péché
The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner Ensembles. The real mo…
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…