Fluctuations de la loi empirique deÂ grandesÂ matrices alÃ©atoires

Thierry Cabanal-Duvillard

Type: Article

Publication Date: 2001-06-01

Citations: 89

DOI: https://doi.org/10.1016/s0246-0203(00)01071-2

View Publication

Locations

Annales de l Institut Henri Poincaré Probabilités et Statistiques - View

Similar Works

Action	Title	Year	Authors
+	Forte et fausse libertés asymptotiques de grandes matrices aléatoires	2011	Camille Male
+	Principes de grandes déviations pour des modèles de matrices aléatoires	2017	Fanny Augeri
+	Grandes déviations et convergence du spectre de matrices aléatoires	2019	Jonathan Husson
+ PDF Chat	Matrices aléatoires: Statistique asymptotique des valeurs propres	2003	L. А. Pastur Antonie Lejay
+	La loi de Wishart	2018	Pilar Mercedes Amaya
+	Fluctuations dans des modèles de boules aléatoires	2015	Renan Gobard
+	Convergence et fluctuations des valeurs propres extrémales des matrices de Wigner déformées	2010	Catherine Donati-Martin Mireille Capitaine Delphine Féral
+	Grandes déviations et fluctuations des valeurs propres maximales de matrices aléatoires	2006	Delphine Féral
+	Grandes d´eviations de matrices aléatoires et équation de Fokker-Planck libre	2016	Benjamin Groux
+ PDF Chat	Large deviations and stochastic calculus for large random matrices	2004	Alice Guionnet
+	Eigenvalues of Large Dimensional Random Matrices	2017	Brendan Shea Sullivan
+	Fluctuations de fonctionnelles spectrales de grandes matrices aléatoires et applications aux communications numériques	2010	Malika Kharouf
+ PDF Chat	On fluctuations of eigenvalues of random permutation matrices	2015	Gérard Ben Arous Kim Dang
+	Sur la distribution limite des valeurs propres des matrices aléatoires	2001	Vladimir Vasilchuk
+	États aléatoires, théorie quantique de l'information et probabilités libres	2009	Ion Nechita
+ PDF Chat	Outliers in the spectrum for products of independent random matrices	2020	Natalie Coston Sean O’Rourke Philip Matchett Wood
+ PDF Chat	Fluctuations and correlations for products of real asymmetric random matrices	2023	Will FitzGerald Nick Simm
+	Matrizes aleatórias no ensemble	2014	G. Marinello
+	Non-stationary version of Furstenberg Theorem on random matrix products	2022	Anton Gorodetski Victor Kleptsyn
+ PDF Chat	Limiting behavior of large correlated Wishart matrices with chaotic entries	2021	Solesne Bourguin Charles-Philippe Diez Ciprian A. Tudor

Works That Cite This (88)

Action	Title	Year	Authors
+	Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices	2013	Philippe Sosoe Percy Wong
+ PDF Chat	Second order asymptotics for matrix models	2007	Alice Guionnet Édouard Maurel-Segala
+	A random walk approach to linear statistics in random tournament ensembles	2018	Christopher Joyner Uzy Smilansky
+	Large Deviations Asymptotics for Spherical Integrals	2002	Alice Guionnet Ofer Zeitouni
+	Fluctuations of the Stieltjes transform of the empirical spectral distribution of selfadjoint polynomials in Wigner and deterministic diagonal matrices	2021	Serban Belinschi Mireille Capitaine Sandrine Dallaporta Maxime Février
+	Free Probability and Random Matrices	2017	James A. Mingo Roland Speicher
+	Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices	2008	Anna Lytova L. А. Pastur
+ PDF Chat	A review of exact results for fluctuation formulas in random matrix theory	2023	Peter J. Forrester
+ PDF Chat	On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion	2018	Maurice Duits Kurt Johansson
+ PDF Chat	On the operator norm of non-commutative polynomials in deterministic matrices and iid GUE matrices	2022	C. Benoît Alice Guionnet Félix Parraud

Works Cited by This (11)

Action	Title	Year	Authors
+	Symmetries of some reduced free product C*-algebras	1985	Dan Voiculescu
+ PDF Chat	Asymptotic Distribution of Eigenvalues of Random Matrices	1972	W. H. Olson V. R. R. Uppuluri
+	Some limit theorems for the eigenvalues of a sample covariance matrix	1982	Dag Jonsson
+ PDF Chat	The linearization of the central limit operator in free probability theory	1999	Michael Anshelevich
+	Addition of certain non-commuting random variables	1986	Dan Voiculescu
+	Free probability on algebras with infinitely many states	1999	Wojciech Młtkowski
+	Limit laws for Random matrices and free products	1991	Dan Voiculescu
+	Processes with free increments	1998	Philippe Biane
+ PDF Chat	Stochastic calculus with respect to free Brownian motion and analysis on Wigner space	1998	Philippe Biane Roland Speicher
+	On fluctuations of eigenvalues of random Hermitian matrices	1998	Kurt Johansson