71 citations · 258 across the 47 of their papers we have counts for
41 papers · 1 filter
Random Matrices and U-Statistics
Florent Benaych-Georges, Tomas Espana
We introduce a family of coefficients based on U-statistics that generalize the notion of correlation and explore their properties in the large dimensional multivariate case, showi…
A short proof of Ledoit-Péché's RIE formula for covariance matrices
Florent Benaych-Georges
This is a short proof of Ledoit-Péché's RIE formula for covariance matrices. The proof is based on the Stein formula, which gives a very simple way to derive the result. One of the…
Eigenvectors of non normal random matrices
Florent Benaych-Georges, Ofer Zeitouni
We study the angles between the eigenvectors of a random complex matrix with density and convex.…
Eigenvectors of a matrix under random perturbation
Florent Benaych-Georges, Nathanaël Enriquez, Alkéos Michaïl
In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random…
Largest eigenvalues of sparse inhomogeneous Erdős-Rényi graphs
Florent Benaych-Georges, Charles Bordenave, Antti Knowles
We consider inhomogeneous Erdős-Rényi graphs. We suppose that the maximal mean degree satisfies . We characterize the asymptotic behavior of the la…
Spectral radii of sparse random matrices
Florent Benaych-Georges, Charles Bordenave, Antti Knowles
We establish bounds on the spectral radii for a large class of sparse random matrices, which includes the adjacency matrices of inhomogeneous Erdős-Rényi graphs. Our error bounds a…