207 citations · 476 across the 17 of their papers we have counts for
4 papers · 2 filters
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+…