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The singular values and vectors of low rank perturbations of large rectangula...
22 pages, presentation of the main results and of the hypotheses slightly modified. -
Interacting particle models and the Pieri-type formulas : the symplectic case...
International audience -
Renormalized energy concentration in random matrices
We define a "renormalized energy" as an explicit functional on arbitrary point configurations of constant average density in the plane and on the real line. The... -
Aspects of large random Markov kernels
International audience -
Universal distribution of random matrix eigenvalues near the "birth of a cut'...
Latex, 34 pages, 5 figures -
Free transport-entropy inequalities for non-convex potentials and application...
version 2 : suppression de l'usage superflu d'approximations matricielles dans la preuve de la proposition 2.4 -
Detection of a sparse submatrix of a high-dimensional noisy matrix
We observe a $N\times M$ matrix $Y_{ij}=s_{ij}+\xi_{ij}$ with $\xi_{ij}\sim\CN(0,1)$ i.i.d. in $i,j$, and $s_{ij}\in\R$. We test the null hypothesis $s_{ij}=0$ for all... -
A universality result for the global fluctuations of the eigenvectors of Wign...
18 pages, 1 figure. Proposition 2.10 modified, abstract and introduction slightly changed and a reference added. -
Marchenko-Pastur Theorem and Bercovici-Pata bijections for heavy-tailed or lo...
40 pages, 10 figures, some minor mistakes corrected. -
Large deviations for the largest eigenvalue of an Hermitian Brownian motion
International audience -
Gaussian multiplicative Chaos for symmetric isotropic matrices
International audience -
Mixed correlation function and spectral curve for the 2-matrix model
latex, 1 figure, 55 pages -
Around the circular law
Added: one reference and few comments. -
Nonparametric probabilistic approach of uncertainties for elliptic boundary v...
International audience -
A computational inverse method for identification of non-Gaussian random fiel...
International audience -
Stochastic reduced order models for uncertain infinite-dimensional geometrica...
International audience -
Resolvent methods for steady premixed flame shapes governed by the Zhdanov-Tr...
International audience -
Statistical inference in a high-dimensional spiked population model
This thesis deals with the statistical inference of large dimensional data. The random matrix theory allows to take into account this framework, since most asymptotic...
