Affiliation:
1. Université Paris Descartes
2. CNRS & MIT
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
12 articles.
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1. Phase transition for the smallest eigenvalue of covariance matrices;Probability Theory and Related Fields;2024-07-13
2. High Dimensional Normality of Noisy Eigenvectors;Communications in Mathematical Physics;2022-09-08
3. Spectrum of heavy-tailed elliptic random matrices;Electronic Journal of Probability;2022-01-01
4. GOE statistics for Lévy matrices;Journal of the European Mathematical Society;2021-05-04
5. Eigenvector statistics of Lévy matrices;The Annals of Probability;2021-05-01