Add to ORKGInternational audienceConsider the matrix Σn = n −1/2 XnD 1/2 n + Pn where the matrix Xn ∈ C N×n has Gaussian standard independent elements, Dn is a deter-ministic diagonal nonnegative matrix, and Pn is a deterministic matrix with fixed rank. Under some known conditions, the spectral measures of ΣnΣ * n and n −1 XnDnX * n both converge towards a compactly supported probability measure µ as N, n → ∞ with N/n → c > 0. In this paper, it is proved that finitely many eigenvalues of ΣnΣ * n may stay away from the support of µ in the large dimensional regime. The existence and locations of these outliers in any connected component of R − supp(µ) are studied. The fluctuations of the largest outliers of ΣnΣ * n are also analyzed. The results find ap...
It is known that in various random matrix models, large perturbations create outlier eigenvalues whi...
Abstract. We study the asymptotic behavior of outliers in the spectrum of bounded rank perturbations...
For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ whichis invariant, in law, u...
Consider the matrix Σn=n−1/2XnD1/2n+Pn where the matrix $X_n \in \C^{N\times n}$ has Gaussian standa...
International audienceConsider the matrix Σn = n −1/2 XnD 1/2 n + Pn where the matrix Xn ∈ C N×n has...
Abstract. It is known that if one perturbs a large iid random matrix by a bounded rank error, then t...
Abstract. Consider a real diagonal deterministic matrix Xn of size n with spectral measure convergin...
22 pages, presentation of the main results and of the hypotheses slightly modified.In this paper, we...
International audienceWe consider a square random matrix of size N of the form A + Y where A is dete...
This thesis is about spiked models of non Hermitian random matrices. More specifically, we consider ...
We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner rand...
This conference is organized by the ERCIM Working Group on Computational and Methodological Statisti...
ABSTRACT. This text is about spiked models of non Hermitian random matrices. More specifically, we c...
50 pagesThis text is about spiked models of non Hermitian random matrices. More specifically we cons...
International audienceBuilding on recent results in the random matrix analysis of robust estimators ...
It is known that in various random matrix models, large perturbations create outlier eigenvalues whi...
Abstract. We study the asymptotic behavior of outliers in the spectrum of bounded rank perturbations...
For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ whichis invariant, in law, u...
Consider the matrix Σn=n−1/2XnD1/2n+Pn where the matrix $X_n \in \C^{N\times n}$ has Gaussian standa...
International audienceConsider the matrix Σn = n −1/2 XnD 1/2 n + Pn where the matrix Xn ∈ C N×n has...
Abstract. It is known that if one perturbs a large iid random matrix by a bounded rank error, then t...
Abstract. Consider a real diagonal deterministic matrix Xn of size n with spectral measure convergin...
22 pages, presentation of the main results and of the hypotheses slightly modified.In this paper, we...
International audienceWe consider a square random matrix of size N of the form A + Y where A is dete...
This thesis is about spiked models of non Hermitian random matrices. More specifically, we consider ...
We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner rand...
This conference is organized by the ERCIM Working Group on Computational and Methodological Statisti...
ABSTRACT. This text is about spiked models of non Hermitian random matrices. More specifically, we c...
50 pagesThis text is about spiked models of non Hermitian random matrices. More specifically we cons...
International audienceBuilding on recent results in the random matrix analysis of robust estimators ...
It is known that in various random matrix models, large perturbations create outlier eigenvalues whi...
Abstract. We study the asymptotic behavior of outliers in the spectrum of bounded rank perturbations...
For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ whichis invariant, in law, u...