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Contribution

ICTP - Leonardo da Vinci Building Main Lecture Hall
A unified approach to the problems of outliers and related eigenvectors for spiked additive or multiplicative deformations of classical random matrices as well as Information-Plus-Noise type models, through free subordination properties

A unified approach to the problems of outliers and related eigenvectors for spiked additive or multiplicative deformations of classical random matrices as well as Information-Plus-Noise type models, through free subordination properties

Speakers

  • MIREILLE CAPITAINE

Primary authors

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Organizers

T. Grava (SISSA), B. Schlein (Germany), A. Soshnikov (USA). Local Organizer: R. Ramakrishnan