papers
Publications (6)
math.PR2007
Universality results for largest eigenvalues of some sample covariance matrix ensembles
Sandrine Peche
math.PR2008
On the lower bound of the spectral norm of symmetric random matrices with independent entries
Sandrine Peche, Alexander Soshnikov
math.PR2008
Poisson convergence for the largest eigenvalues of Heavy Tailed Random Matrices
Antonio Auffinger, Gerard Ben Arous, Sandrine Peche
math.PR2004
Phase transition of the largest eigenvalue for non-null complex sample covariance matrices
Jinho Baik, Gerard Ben Arous, Sandrine Peche
math-ph2009
Bulk Universality for Wigner Matrices
Laszlo Erdos, Sandrine Peche, Jose A. Ramirez +2
math.PR2007
Wigner random matrices with non-symmetrically distributed entries
Sandrine Peche, Alexander Soshnikov