Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
LPMA
Central limit theorems for eigenvalues of deformations of Wigner matrices
Free convolution with a semi-circular distribution and eigenvalues of spiked deformations of Wigner matrices
Further examples of explicit Krein representations of certain subordinators
Large deviations for the largest eigenvalue of an Hermitian Brownian motion
Large deviations for Wishart processes
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