Random Matrix Theory (RMT) has emerged as a potent framework to characterise the statistical properties of eigenvalues in large complex systems, bridging disciplines from quantum physics to number ...

We place ourselves in the setting of high-dimensional statistical inference where the number of variables p in a dataset of interest is of the same order of magnitude as the number of observations n.

We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...

Scientists analyzed each element of the neutrino mass matrix belonging to leptons and showed theoretically that the intergenerational mixing of lepton flavors is large. Furthermore, by using the ...

Random matrices with prescribed eigenvalues and expectation values for random quantum states (with E. Meckes). arXiv A sharp rate of convergence for the empirical spectral measure of a random unitary ...