10 citations · 24 across the 9 of their papers we have counts for
9 papers
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…
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 ,…
Large deviations for the largest eigenvalue of an Hermitian Brownian motion
Catherine Donati-Martin, Mylène Maïda
We establish a large deviation principle for the process of the largest eigenvalue of an Hermitian Brownian motion. By a contraction principle, we recover the LDP for the largest e…
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
Florent Benaych-Georges, Alice Guionnet, Mylène Maïda
Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to t…
Large deviations of the extreme eigenvalues of random deformations of matrices
Florent Benaych-Georges, Alice Guionnet, Mylène Maïda
Consider a real diagonal deterministic matrix of size with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a ra…
Performance of Statistical Tests for Single Source Detection using Random Matrix Theory
Pascal Bianchi, Merouane Debbah, Mylène Maïda +1
This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the senso…
Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
Mylène Maïda
We establish a large deviation principle for the largest eigenvalue of a rank one deformation of a matrix from the GUE or GOE. As a corollary, we get another proof of the phenomeno…
Large deviations for weighted empirical mean with outliers
Mylène Maïda, Jamal Najim, Sandrine Péché
We study in this article large deviations for the empirical mean of iid random vectors with some deterministic weights, whose empirical measure weakly converges to some compactly s…
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…