We consider matrices formed by a random $N\times N$ matrix drawn from the Gaussian Orthogonal Ensemble (or Gaussian Unitary Ensemble) plus a rank-one perturbation of strength $\theta$, and focus on the largest eigenvalue, $x$, and the component, $u$, of the corresponding eigenvector in the direction associated to the rank-one perturbation. We obtain the large deviation principle governing the atypical joint fluctuations of $x$ and $u$. Interestingly, for $\theta>1$, in large deviations characterized by a small value of $u$, i.e. $u<1-1/\theta$, the second-largest eigenvalue pops out from the Wigner semi-circle and the associated eigenvector orients in the direction corresponding to the rank-one perturbation. We generalize these results to t...
We present detailed computations of the 'at least finite' terms (three dominant orders) of the free ...
AbstractWe consider non-white Wishart ensembles 1pXΣX*, where X is a p×N random matrix with i.i.d. c...
Characterizing the exact asymptotic distributions of high-dimensional eigenvectors for large structu...
International audienceWe consider matrices formed by a random $N\times N$ matrix drawn from the Gaus...
In this article, we consider random Wigner matrices, that is symmetric matrices such that the subdia...
Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important sub...
We prove large deviations principles for spectral measures of perturbed (or spiked) matrix models in...
International audienceWe establish large deviations estimates for the largest eigenvalue of Wigner m...
4 pages, 3 .eps figures includedInternational audienceWe present a simple Coulomb gas method to calc...
Abstract. Consider a real diagonal deterministic matrix Xn of size n with spectral measure convergin...
This thesis falls within the theory of random matrices and large deviations techniques. We mainly co...
This paper demonstrates an introduction to the statistical distribution of eigenval-ues in Random Ma...
We establish large deviations estimates for the largest eigenvalue of Wigner matrices with sub-Gauss...
Large deviations of the largest and smallest eigenvalues of XX⊤/n are studied in thisnote, where Xp×...
We consider large complex random sample covariance matrices obtained from ``spiked populations'', th...
We present detailed computations of the 'at least finite' terms (three dominant orders) of the free ...
AbstractWe consider non-white Wishart ensembles 1pXΣX*, where X is a p×N random matrix with i.i.d. c...
Characterizing the exact asymptotic distributions of high-dimensional eigenvectors for large structu...
International audienceWe consider matrices formed by a random $N\times N$ matrix drawn from the Gaus...
In this article, we consider random Wigner matrices, that is symmetric matrices such that the subdia...
Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important sub...
We prove large deviations principles for spectral measures of perturbed (or spiked) matrix models in...
International audienceWe establish large deviations estimates for the largest eigenvalue of Wigner m...
4 pages, 3 .eps figures includedInternational audienceWe present a simple Coulomb gas method to calc...
Abstract. Consider a real diagonal deterministic matrix Xn of size n with spectral measure convergin...
This thesis falls within the theory of random matrices and large deviations techniques. We mainly co...
This paper demonstrates an introduction to the statistical distribution of eigenval-ues in Random Ma...
We establish large deviations estimates for the largest eigenvalue of Wigner matrices with sub-Gauss...
Large deviations of the largest and smallest eigenvalues of XX⊤/n are studied in thisnote, where Xp×...
We consider large complex random sample covariance matrices obtained from ``spiked populations'', th...
We present detailed computations of the 'at least finite' terms (three dominant orders) of the free ...
AbstractWe consider non-white Wishart ensembles 1pXΣX*, where X is a p×N random matrix with i.i.d. c...
Characterizing the exact asymptotic distributions of high-dimensional eigenvectors for large structu...