GranMa 2011Oct 3  6, 2011Institut Henri Poincaré, Paris 

Florent BenaychGeorges, UPMC: MarchenkoPastur theorem and BercoviciPata bijection for delocalized vectorsMarchenkoPastur's celebrated theorem gives the limit spectral distribution of the empirical covariance matrix of "delocalized" random vectors (i.e. random vectors whose entries have roughly all the same size). In a joint work with Thierry CabanalDuvillard, we consider the case where the random vectors are note "delocalized" anymore, having one entry much larger than the other ones. At the "large N limit", we obtain new limit distributions, giving rise to new BercoviciPata bijections. Go to the GranMa home page. 