71 citations · 258 across the 47 of their papers we have counts for
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math.PR2009
The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
Florent Benaych-Georges, Raj Rao Nadakuditi
We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and app…
math.PR2009
Rectangular R-transform as the limit of rectangular spherical integrals
Florent Benaych-Georges
In this paper, we connect rectangular free probability theory and spherical integrals. In this way, we prove the analogue, for rectangular or square non-Hermitian matrices, of a re…
math.PR2009
Central Limit Theorems for the Brownian motion on large unitary groups
Florent Benaych-Georges
In this paper, we are concerned with the large N limit of linear combinations of the entries of a Brownian motion on the group of N by N unitary matrices. We prove that the process…