The largest eigenvalue of finite rank deformation of large Wigner matrices: convergence and non-universality of the fluctuations
Mireille Capitaine
,
Catherine Donati-Martin
,
Delphine Féral
2007
Pré-publication, Document de travail
hal-00150997v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices
Serban Belinschi
,
Charles Bordenave
,
Mireille Capitaine
,
Guillaume Cébron Cébron
2020
Pré-publication, Document de travail
hal-03023644v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Free Wishart processes
C. Donati-Martin
,
Mireille Capitaine
Journal of Theoretical Probability , 2005, 18 n.2, pp.413-438
Article dans une revue
hal-00101960v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Strong asymptotic freeness for Wigner and Wishart matrices
Mireille Capitaine
,
Catherine Donati-Martin
2005
Pré-publication, Document de travail
hal-00004770v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Spectrum of deformed random matrices and free probability
Mireille Capitaine
,
Catherine Donati-Martin
Advanced Topics in Random Matrices, Florent Benaych-Georges, Charles Bordenave, Mireille Capitaine, Catherine Donati-Martin, Antti Knowles (edited by F. Benaych-Georges, D. Chafaï, S. Péché, B. de Tilière) Panoramas et synthèses 53. , 2018
Chapitre d'ouvrage
hal-01973658v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
THE LARGEST EIGENVALUES OF FINITE RANK DEFORMATION OF LARGE WIGNER MATRICES: CONVERGENCE AND NONUNIVERSALITY OF THE FLUCTUATIONS
Mireille Capitaine
,
Catherine Donati-Martin
,
Delphine Féral
Article dans une revue
hal-00939972v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
Mireille Capitaine
,
Catherine Donati-Martin
,
Delphine Féral
,
Maxime Fevrier
2011
Pré-publication, Document de travail
hal-00536164v2
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Outlier eigenvalues for deformed i.i.d. random matrices
Charles Bordenave
,
Mireille Capitaine
Communications on Pure and Applied Mathematics , 2016, 69 (11), pp.2131-2194.
⟨10.1002/cpa.21629⟩
Article dans une revue
hal-01011502v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Strong asymptotic freeness for Wigner and Wishart matrices
C. Donati-Martin
,
Mireille Capitaine
Indiana University Mathematics Journal , 2007, 56 (2), pp.767-803
Article dans une revue
hal-00163692v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
C. Donati-Martin
,
Mireille Capitaine
,
D. Féral
,
M. Février
Electronic Journal of Probability , 2011, 16 (64), pp.1750-1792
Article dans une revue
hal-00707371v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices
Mireille Capitaine
,
Catherine Donati-Martin
ALEA : Latin American Journal of Probability and Mathematical Statistics , 2021, 18 (1), pp.129-165.
⟨10.30757/ALEA.v18-07⟩
Article dans une revue
hal-03357320v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Limiting eigenvectors of outliers for Spiked Information-Plus-Noise type matrices
Mireille Capitaine
Séminaire de Probabilités , 2018, Lecture Notes in Mathematics, XLIX (2215), pp.119-164
Article dans une revue
hal-01924296v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Fluctuations at the edges of the spectrum of the full rank deformed GUE
Mireille Capitaine
,
S. Péché
Article dans une revue
hal-01011501v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Exact separation phenomenon for the eigenvalues of large Information-Plus-Noise type matrices. Application to spiked models
Mireille Capitaine
Article dans une revue
hal-01009089v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
FLUCTUATIONS OF THE STIELTJES TRANSFORM OF THE EMPIRICAL SPECTRAL DISTRIBUTION OF SELFADJOINT POLYNOMIALS IN WIGNER AND DETERMINISTIC DIAGONAL MATRICES
Serban Belinschi
,
Mireille Capitaine
,
Sandrine Dallaporta
,
Maxime Fevrier
2021
Pré-publication, Document de travail
hal-03357405v2
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix
Mireille Capitaine
Article dans une revue
hal-03357357v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
On the outlying eigenvalues of a polynomial in large independent random matrices
Serban Belinschi
,
Hari Bercovici
,
Mireille Capitaine
2018
Pré-publication, Document de travail
hal-01494550v2
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Spectrum of deformed random matrices and free probability
Mireille Capitaine
,
C Donati-Martin
2016
Pré-publication, Document de travail
hal-01346371v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices
Serban Belinschi
,
Charles Bordenave
,
Mireille Capitaine
,
Guillaume Cébron
Article dans une revue
hal-03357298v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
Mireille Capitaine
Journal of Theoretical Probability , 2013, 26 (3), pp.595-648
Article dans une revue
hal-00943190v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Central limit theorems for eigenvalues of deformations of Wigner matrices
Mireille Capitaine
,
Catherine Donati-Martin
,
Delphine Féral
2011
Pré-publication, Document de travail
hal-00371203v2
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
On the Outlying Eigenvalues of a Polynomial in Large Independent Random Matrices
Serban Belinschi
,
Hari Bercovici
,
Mireille Capitaine
Article dans une revue
hal-03357341v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
OUTLIERS IN THE SPECTRUM OF LARGE DEFORMED UNITARILY INVARIANT MODELS
Serban Belinschi
,
Hari Bercovici
,
Mireille Capitaine
,
Maxime Fevrier
Article dans une revue
hal-01095551v2
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Free Bessel Laws
Banica Teodor
,
Serban Belinschi
,
Mireille Capitaine
,
Collins Benoit
Article dans une revue
hal-00943214v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Spectral properties of polynomials in independent Wigner and deterministic matrices
Mireille Capitaine
,
Serban Belinschi
Article dans une revue
hal-01924090v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Séminaire de probabilités XLIX
Emmanuel Boissard
,
Patrick Cattiaux
,
Arnaud Guillin
,
Laurent Miclo
,
Florian Bouguet
,
et al.
Ouvrages
hal-01931202v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
C. Donati-Martin
,
Mireille Capitaine
,
D. Féral
Annals of Probability , 2009, 37 (1), pp.1-47
Article dans une revue
hal-00379900v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Central limit theorems for eigenvalues of deformations of Wigner matrices
C. Donati-Martin
,
Mireille Capitaine
,
D. Féral
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques , 2012, 48 (1), pp.107-133.
⟨10.1214/10-AIHP410⟩
Article dans une revue
hal-00686868v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Deformed ensembles, polynomials in random matrices and free probability theory
Mireille Capitaine
Probability [math.PR]. Université Paul Sabatier - Toulouse 3, 2017
HDR
tel-01978065v1
Actions
Partager
Gmail
Facebook
X
LinkedIn
More
Strong convergence of tensor products of independent G.U.E. matrices
Serban Belinschi
,
Mireille Capitaine
2024
Pré-publication, Document de travail
hal-03666972v2
Actions
Partager
Gmail
Facebook
X
LinkedIn
More