We establish a large-deviations principle for the largest eigenvalue of a generalized sample
covariance matrix, meaning a matrix proportional to ZT Γ Z, where Z has iid real or complex …

In this article we study the Dyson Bessel process, which describes the evolution of singular
values of rectangular matrix Brownian motions, and prove a large deviation principle for its …

In this note we study the right large deviation of the top eigenvalue (or singular value) of the
sum or product of two random matrices A and B as their dimensions goes to infinity. We …

Random matrix theory has found applications in many fields of physics (disordered systems,
stability of dynamical systems, interface models, electronic transport,...) and mathematics …

This statistical physics thesis focuses on the study of three kinds of systems which display
repulsive interactions: eigenvalues of random matrices, non-crossing random walks and …

This thesis is an incursion between the theory of computation and theoretical physics.
Computation theory aims at understanding the capabilities and limitations of computers and …

The past decade saw an intensification of the deluge of data available to learning
algorithms, which allowed for the development of modern artificial intelligence techniques …