-
1
-
-
65349112203
-
An introduction to random matrices
-
Cambridge University Press, Cambridge
-
Anderson, G., Guionnet, A., Zeitouni, O.: An introduction to random matrices. In: Cambridge Studies in Advanced Mathematics, vol. 118. Cambridge University Press, Cambridge (2010).
-
(2010)
Cambridge Studies in Advanced Mathematics
, vol.118
-
-
Anderson, G.1
Guionnet, A.2
Zeitouni, O.3
-
3
-
-
63849341672
-
Central limit theorems for eigenvalues in a spiked population model
-
Bai Z., Yao J.-F.: Central limit theorems for eigenvalues in a spiked population model. Ann. Inst. Henri Poincaré Probab. Stat. 44, 447-474 (2008).
-
(2008)
Ann. Inst. Henri Poincaré Probab. Stat.
, vol.44
, pp. 447-474
-
-
Bai, Z.1
Yao, J.-F.2
-
4
-
-
22044453079
-
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
-
Bai Z. D., Silverstein J. W.: No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices. Ann. Prob. 26, 316-345 (1998).
-
(1998)
Ann. Prob.
, vol.26
, pp. 316-345
-
-
Bai, Z.D.1
Silverstein, J.W.2
-
6
-
-
63849341672
-
Central limit theorems for eigenvalues in a spiked population model
-
Bai Z. D., Yao J.-F.: Central limit theorems for eigenvalues in a spiked population model. Ann. I. H. P.-Prob. et Stat. 44, 447-474 (2008).
-
(2008)
Ann. I.H.P.-Prob. Et Stat.
, vol.44
, pp. 447-474
-
-
Bai, Z.D.1
Yao, J.-F.2
-
7
-
-
27644476898
-
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
-
Baik J., Ben Arous G., Péché S.: Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices. Ann. Prob. 33, 1643-1697 (2005).
-
(2005)
Ann. Prob.
, vol.33
, pp. 1643-1697
-
-
Baik, J.1
Ben Arous, G.2
Péché, S.3
-
9
-
-
0031499009
-
Large deviations for Wigner's law and Voiculescu 's non commutative entropy
-
Ben Arous G., Guionnet A.: Large deviations for Wigner's law and Voiculescu 's non commutative entropy. Probab. Theory Relat. Fields 108, 517-542 (1997).
-
(1997)
Probab. Theory Relat. Fields
, vol.108
, pp. 517-542
-
-
Ben Arous, G.1
Guionnet, A.2
-
10
-
-
80053163500
-
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
-
in press
-
Benaych-Georges, F., Guionnet, A., Maïda, M.: Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices. Electron. J. Probab. (2011, in press).
-
(2011)
Electron. J. Probab.
-
-
Benaych-Georges, F.1
Guionnet, A.2
Maïda, M.3
-
11
-
-
79952708259
-
The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
-
Benaych-Georges F., Rao R. N.: The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices. Adv. Math. 227(1), 494-521 (2011).
-
(2011)
Adv. Math.
, vol.227
, Issue.1
, pp. 494-521
-
-
Benaych-Georges, F.1
Rao, R.N.2
-
12
-
-
0031592013
-
Large deviations for quadratic forms of stationary Gaussian processes
-
Bercu B., Gamboa F., Rouault A.: Large deviations for quadratic forms of stationary Gaussian processes. Stoch. Process Appl. 71, 75-90 (1997).
-
(1997)
Stoch. Process Appl.
, vol.71
, pp. 75-90
-
-
Bercu, B.1
Gamboa, F.2
Rouault, A.3
-
13
-
-
63049133332
-
The largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality of the fluctuations
-
Capitaine M., Donati-Martin C., Féral D.: The largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality of the fluctuations. Ann. Probab. 37, 1-47 (2009).
-
(2009)
Ann. Probab.
, vol.37
, pp. 1-47
-
-
Capitaine, M.1
Donati-Martin, C.2
Féral, D.3
-
16
-
-
0003836047
-
Large deviation techniques and applications
-
Springer, New York
-
Dembo, A., Zeitouni, O.: Large deviation techniques and applications. In: Applications of Mathematics, vol. 38. Springer, New York (1998).
-
(1998)
Applications of Mathematics
, vol.38
-
-
Dembo, A.1
Zeitouni, O.2
-
17
-
-
77956101526
-
Moderate deviations in random graphs and Bernoulli random matrices
-
Döring H., Eichelsbacher P.: Moderate deviations in random graphs and Bernoulli random matrices. Electron. J. Probab. 14, 2636-2656 (2009).
-
(2009)
Electron. J. Probab.
, vol.14
, pp. 2636-2656
-
-
Döring, H.1
Eichelsbacher, P.2
-
18
-
-
77952504768
-
Bulk universality for Wigner matrices
-
Erdo{double acute}s L., Péché S., Ramírez J., Schlein B., Yau H. T.: Bulk universality for Wigner matrices. Commun. Pure Appl. Math. 63, 895-925 (2010).
-
(2010)
Commun. Pure Appl. Math.
, vol.63
, pp. 895-925
-
-
Erdos, L.1
Péché, S.2
Ramírez, J.3
Schlein, B.4
Yau, H.T.5
-
19
-
-
34248227713
-
The largest eigenvalue of rank one deformation of large Wigner matrices
-
Féral D., Péché S.: The largest eigenvalue of rank one deformation of large Wigner matrices. Commun. Math. Phys. 272, 185-228 (2007).
-
(2007)
Commun. Math. Phys.
, vol.272
, pp. 185-228
-
-
Féral, D.1
Péché, S.2
-
20
-
-
0001226135
-
Concentration of the spectral measure for large matrices
-
Guionnet A., Zeitouni O.: Concentration of the spectral measure for large matrices. Electron. Commun. Probab. 5, 119-136 (2000).
-
(2000)
Electron. Commun. Probab.
, vol.5
, pp. 119-136
-
-
Guionnet, A.1
Zeitouni, O.2
-
22
-
-
51849130421
-
On large deviations for the spectral measure of discrete Coulomb gas
-
Lecture Notes in Math
-
Féral, D.: On large deviations for the spectral measure of discrete Coulomb gas. In: Séminaire de probabilités XLI. Lecture Notes in Math. vol. 1934, pp. 19-49 (2008).
-
(2008)
Séminaire de probabilités XLI
, vol.1934
, pp. 19-49
-
-
Féral, D.1
-
23
-
-
59549091666
-
Large deviations for eigenvalues of sample covariance matrices with applications to mobile communication systems
-
Fey A., van der Hofstad R., Klok M.: Large deviations for eigenvalues of sample covariance matrices with applications to mobile communication systems. Adv. Appl. Probab. 40, 1048-1071 (2008).
-
(2008)
Adv. Appl. Probab.
, vol.40
, pp. 1048-1071
-
-
Fey, A.1
van der Hofstad, R.2
Klok, M.3
-
25
-
-
51249182622
-
The eigenvalues of random symmetric matrices
-
Füredi Z., Komlós J.: The eigenvalues of random symmetric matrices. Combinatorica 1, 233-241 (1981).
-
(1981)
Combinatorica
, vol.1
, pp. 233-241
-
-
Füredi, Z.1
Komlós, J.2
-
26
-
-
0036472347
-
Large deviations asymptotics for spherical integrals
-
Guionnet A., Zeitouni O.: Large deviations asymptotics for spherical integrals. J. Funct. Anal. 188, 461-515 (2002).
-
(2002)
J. Funct. Anal.
, vol.188
, pp. 461-515
-
-
Guionnet, A.1
Zeitouni, O.2
-
28
-
-
34548315757
-
Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
-
Maïda M.: Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles. Electron. J. Probab. 12, 1131-1150 (2007).
-
(2007)
Electron. J. Probab.
, vol.12
, pp. 1131-1150
-
-
Maïda, M.1
-
29
-
-
34548279496
-
Large deviations for weighted empirical mean with outliers
-
Maïda M., Najim J., Péché S.: Large deviations for weighted empirical mean with outliers. Stoch. Process. Appl. 117, 1373-1403 (2007).
-
(2007)
Stoch. Process. Appl.
, vol.117
, pp. 1373-1403
-
-
Maïda, M.1
Najim, J.2
Péché, S.3
-
30
-
-
3542995905
-
A Cramér type theorem for weighted random variables
-
Najim J.: A Cramér type theorem for weighted random variables. Electron. J. Probab. 7, 1-32 (2002).
-
(2002)
Electron. J. Probab.
, vol.7
, pp. 1-32
-
-
Najim, J.1
-
31
-
-
0000263234
-
The distribution of eigenvalues in certain sets of random matrices
-
Pastur L. A., Martchenko V. A.: The distribution of eigenvalues in certain sets of random matrices. Math. USSR Sbornik 1, 457-483 (1967).
-
(1967)
Math. USSR Sbornik
, vol.1
, pp. 457-483
-
-
Pastur, L.A.1
Martchenko, V.A.2
-
32
-
-
0033473406
-
Universality at the edge of the spectrum in Wigner random matrices
-
Soshnikov A.: Universality at the edge of the spectrum in Wigner random matrices. Commun. Math. Phys. 207, 697-733 (1999).
-
(1999)
Commun. Math. Phys.
, vol.207
, pp. 697-733
-
-
Soshnikov, A.1
-
33
-
-
0001459609
-
Honeycombs and sums of Hermitian matrices
-
Tao T., Knutson A.: Honeycombs and sums of Hermitian matrices. Not. Am. Math. Soc. 48, 175-186 (2001).
-
(2001)
Not. Am. Math. Soc.
, vol.48
, pp. 175-186
-
-
Tao, T.1
Knutson, A.2
-
34
-
-
84870496489
-
Random matrices: Universality of local eigenvalue statistics
-
(in press)
-
Tao, T., Vu, V.: Random matrices: Universality of local eigenvalue statistics. Acta Math (in press).
-
Acta Math
-
-
Tao, T.1
Vu, V.2
-
35
-
-
38549129103
-
Large deviations of the maximum eigenvalue in Wishart random matrices
-
Vivo P., Majumdar S., Bohigas O.: Large deviations of the maximum eigenvalue in Wishart random matrices. J. Phys. A 40, 4317-4337 (2007).
-
(2007)
J. Phys. A
, vol.40
, pp. 4317-4337
-
-
Vivo, P.1
Majumdar, S.2
Bohigas, O.3
-
36
-
-
0000840166
-
Characteristic vectors of bordered matrices with infinite dimensions
-
Wigner E. P.: Characteristic vectors of bordered matrices with infinite dimensions. Ann. Math. 62, 548-564 (1955).
-
(1955)
Ann. Math.
, vol.62
, pp. 548-564
-
-
Wigner, E.P.1
|