Sandrine Péché

Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices

Jinho Baik, Gérard Ben Arous, Sandrine Péché · The Annals of Probability · 2005 · 952 citations · Full text

Spectral Theory, Stochastic Simulation, Covariance Matrix +14

The largest eigenvalue of small rank perturbations of Hermitian random matrices

Sandrine Péché · Probability Theory and Related Fields · 2005 · 207 citations · Full text

Spectral Theory, Engineering, Matrix Analysis +7

The Largest Eigenvalue of Rank One Deformation of Large Wigner Matrices

Delphine Féral, Sandrine Péché · Communications in Mathematical Physics · 2007 · 198 citations · Full text

Spectral Theory, Large Wigner Matrices, Rank One Deformation +5

Bulk universality for Wigner matrices

László Erdős, Sandrine Péché, José A. Ramı́rez et al. · Communications on Pure and Applied Mathematics · 2010 · 196 citations · Full text

Spectral Theory, Engineering, Stochastic Analysis +19

Eigenvectors of some large sample covariance matrix ensembles

Olivier Ledoit, Sandrine Péché · Probability Theory and Related Fields · 2010 · 196 citations · Full text

Matrix Analysis, Statistical Inference, Random Matrix +2