71 citations · 258 across the 47 of their papers we have counts for
5 papers · 2 filters
GUE minors, maximal Brownian functionals and longest increasing subsequences
Florent Benaych-Georges, Christian Houdré
We present equalities in law between the spectra of the minors of a GUE matrix and some maximal functionals of independent Brownian motions. In turn, these results allow to recover…
Central limit theorem for eigenvectors of heavy tailed matrices
Florent Benaych-Georges, Alice Guionnet
We consider the eigenvectors of symmetric matrices with independent heavy tailed entries, such as matrices with entries in the domain of attraction of -stable laws, or adjacency…
Largest eigenvalues and eigenvectors of band or sparse matrices
Florent Benaych-Georges, Sandrine Péché
In this text, we consider an N by N random matrix X such that all but o(N) rows of X have W non identically zero entries, the other rows having lass than entries (such as, for…
Outliers in the Single Ring Theorem
Florent Benaych-Georges, Jean Rochet
This text is about spiked models of non Hermitian random matrices. More specifically, we consider matrices of the type , where the rank of stays bounded as the dimension g…
Central limit theorems for linear statistics of heavy tailed random matrices
Florent Benaych-Georges, Alice Guionnet, Camille Male
We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries…