Concentration of the spectral measure for large matrices.
Concentration of the spectral measure for large random matrices with stable entries.
Concentration of the spectral measure of large Wishart matrices with dependent entries.
Density of eigenvalues of random normal matrices with an arbitrary potential, and of generalized normal matrices.
Discrete orthogonal polynomial ensembles and the Plancherel measure.
Domains of analytic continuation for the top Lyapunov exponent
Duality of real and quaternionic random matrices.
Eigenvalue curves of asymmetric tridiagonal random matrices.
Eigenvalue distribution of random matrices : some recent results
Eigenvalue distribution of random operators and matrices
Eigenvalues of GUE minors.
Eigenvalues of random wreath products.
Eigenvalues of the Laguerre process as non-colliding squared Bessel processes.
Erratum to “Eigenvalues of GUE minors" [Electron. J. Probab. 11, 1342–1371 (2006; Zbl 1127.60047)].
Fluctuations de la loi empirique de grandes matrices aléatoires
Fredholm determinants
The article provides with a down to earth exposition of the Fredholm theory with applications to Brownian motion and KdV equation.
Free generalized gamma convolutions.
Gap universality of generalized Wigner and -ensembles
We consider generalized Wigner ensembles and general -ensembles with analytic potentials for any . The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian -ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal. In fact,...
Gaussian fluctuations in complex sample covariance matrices.
Gaussian fluctuations of eigenvalues in the GUE