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Sandrine Péché

Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
2005 · Jinho Baik, Gérard Ben Arous, et al. · The Annals of Probability · 1,019
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Eigenvectors of some large sample covariance matrix ensembles
2010 · Olivier Ledoit, Sandrine Péché · Probability Theory and Related Fields · 205
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The largest eigenvalue of small rank perturbations of Hermitian random matrices
2005 · S. Péché · Probability Theory and Related Fields · 201
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The Largest Eigenvalue of Rank One Deformation of Large Wigner Matrices
2007 · Delphine Féral, Sandrine Péché · Communications in Mathematical Physics · 198
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Bulk universality for Wigner matrices
2010 · László Erdős, Sandrine Péché, et al. · Communications on Pure and Applied Mathematics · 193
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Universality results for the largest eigenvalues of some sample covariance matrix ensembles
2008 · Sandrine Péché · Probability Theory and Related Fields · 104
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Poisson convergence for the largest eigenvalues of heavy tailed random matrices
2009 · Antonio Auffinger, Gérard Ben Arous, et al. · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 99
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Universality of local eigenvalue statistics for some sample covariance matrices
2004 · Gérard Ben Arous, Sandrine Péché · Communications on Pure and Applied Mathematics · 86
Airy Kernel with Two Sets of Parameters in Directed Percolation and Random Matrix Theory
2008 · Alexei Borodin, Sandrine Péché · Journal of Statistical Physics · 85
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Limit process of stationary TASEP near the characteristic line
2010 · Jinho Baik, Patrik L. Ferrari, et al. · Communications on Pure and Applied Mathematics · 80
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Universality of slow decorrelation in KPZ growth
2012 · Ivan Corwin, Patrik L. Ferrari, et al. · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 70
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Eigenvalue distribution of some nonlinear models of random matrices
2021 · Lucas Benigni, Sandrine Péché · Electronic Journal of Probability · 60
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A Note on the Second Order Universality at the Edge of Coulomb Gases on the Plane
2014 · Djalil Chafaï, Sandrine Péché · Journal of Statistical Physics · 60
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The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case
2009 · Delphine Féral, Sandrine Péché · Journal of Mathematical Physics · 50
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Limit Processes for TASEP with Shocks and Rarefaction Fans
2010 · Ivan Corwin, Patrik L. Ferrari, et al. · Journal of Statistical Physics · 49
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Wigner Random Matrices with Non-Symmetrically Distributed Entries
2007 · Sandrine Péché, Alexander Soshnikov · Journal of Statistical Physics · 42
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Convergence of the Two-Point Function of the Stationary TASEP
2013 · Jinho Baik, Patrik Lino Ferrari, et al. · Springer eBooks · 40
Beyond universality in random matrix theory
2016 · Alan Edelman, A. Guionnet, et al. · The Annals of Applied Probability · 37
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Fluctuations at the edges of the spectrum of the full rank deformed GUE
2015 · Mireille Capitaine, Sandrine Péché · Probability Theory and Related Fields · 32
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Poisson Statistics for Matrix Ensembles at Large Temperature
2015 · Florent Benaych-Georges, Sandrine Péché · Journal of Statistical Physics · 29
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The largest eigenvalue of small rank perturbations of Hermitian random matrices
2005 · S. Péché · Probability Theory and Related Fields · 27
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Localization and delocalization for heavy tailed band matrices
2014 · Florent Benaych-Georges, Sandrine Péché · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 26
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Largest Eigenvalues of the Conjugate Kernel of Single-Layered Neural Networks
2022 · Benigni, Lucas, Péché, Sandrine · arXiv (Cornell University) · 24
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A note on the Pennington-Worah distribution
2019 · S. Péché · Electronic Communications in Probability · 24
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On the lower bound of the spectral norm of symmetric random matrices with independent entries
2008 · Sandrine Peche, Alexander Soshnikov · Electronic Communications in Probability · 21
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Works count: 46
Citation count: 2,959
H-index: 24
I10-index: 30
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