4 citations · 4 across the 1 of their papers we have counts for
3 papers
math.PR2018
Large deviations for the largest eigenvalue of the sum of two random matrices
Alice Guionnet, Mylène Maïda
In this paper, we consider the addition of two matrices in generic position, namely A + U BU * , where U is drawn under the Haar measure on the unitary or the orthogonal group. We…
math.PR2016
Convergence to Equilibrium in the Free Fokker-Planck Equation With a Double-Well Potential
Catherine Donati-Martin, Benjamin Groux, Mylene Maida
We consider the one-dimensional free Fokker-Planck equation ,…
math.PR2004★ 4 cited
An asymptotic log-Fourier interpretation of the R-transform
Alice Guionnet, Mylene Maida
We estimate the asymptotics of spherical integrals when the rank of one matrix is finite. We show that it is given in terms of the R-transform of the spectral measure of the full r…