Florent Benaych-Georges

Articles et prépublications (mathématiques):

• Florent Benaych-Georges : Failure of the Raikov theorem for free random variables
  Séminaire de Probabilités XXXVIII, Lecture Notes in Math., 1857, (2005) 313--320. 

• Florent Benaych-Georges : Classical and free infinitely divisible distributions and random matrices
  Ann. Probab. Vol. 33, no. 3 (2005) 1134--1170. 

• Florent Benaych-Georges : Taylor expansions of R-transforms, application to supports and moments
  Indiana Univ. Math. J. Vol. 55, no. 2 (2006) 465--483. 

• Florent Benaych-Georges : Infinitely divisible distributions for rectangular free convolution: classification and matricial interpretation
  Probab. Theory Related Fields Vol. 139, no. 1-2 (2007) 143--189. 

• Florent Benaych-Georges : Rectangular random matrices, related convolution
  Probab. Theory Related Fields Vol. 144, no. 3 (2009) 471--515. 

• Florent Benaych-Georges : Rectangular random matrices, related free entropy and free Fisher's information
  J. Operator Theory Vol. 62, no. 2 (2009) 371--419. 

• Florent Benaych-Georges : Cycles of free words in several independent random permutations with restricted cycle lengths
  Indiana Univ. Math. J. Vol. 59, no. 5 (2010) 1547--1586. 

• Serban Belinschi, Florent Benaych-Georges, Alice Guionnet : Regularization by free additive convolution, square and rectangular cases
  Complex Anal. Oper. Theory Vol. 3, no. 3 (2009) 611--660. 

• Florent Benaych-Georges, Ion Nechita : A permutation model for free random variables and its classical analogue
  Pacific J. Math. Vol. 242, no. 1 (2009) 33--51. 

• Florent Benaych-Georges, Thierry Cabanal-Duvillard : A matrix interpolation between classical and free max operations: I. The univariate case
  J. Theoret. Probab. Vol. 23, no. 2 (2010) 447--465. 

• Florent Benaych-Georges : On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions
  Ann. Inst. Henri Poincaré Probab. Stat. Vol. 46, no. 3 (2010) 644--652. 

• Florent Benaych-Georges, Thierry Lévy : A continuous semigroup of notions of independence between the classical and the free one
  Ann. Probab. Vol. 39, no. 3 (2011) 904--938. 

• Florent Benaych-Georges : Central limit theorems for the Brownian motion on large unitary groups
  Bull. Soc. Math. France,Vol. 139, no. 4 (2011) 593--610. 

• Florent Benaych-Georges : Rectangular R-transform at the limit of rectangular spherical integrals
  J. Theoret. Probab. Vol. 24, no. 4 (2011) 969--987. 

• Florent Benaych-Georges, Raj Rao Nadakuditi : The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
  Adv. in Math. Vol. 227, no. 1 (2011) 494--521. 

• Florent Benaych-Georges, Alice Guionnet, Mylène Maïda : Large deviations of the extreme eigenvalues of random deformations of matrices
  Probab. Theory Related Fields Vol. 154, no. 3 (2012), 703--751. 

• Florent Benaych-Georges, Alice Guionnet, Mylène Maïda : Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
  Electron. J. Prob. Vol. 16 (2011), Paper no. 60, 1621--1662. 

• Florent Benaych-Georges, Raj Rao Nadakuditi : The singular values and vectors of low rank perturbations of large rectangular random matrices
  J. Multivariate Anal., Vol. 111 (2012), 120--135. 

• Florent Benaych-Georges, François Chapon : Random right eigenvalues of Gaussian quaternionic matrices
  Random Matrices Theory Appl. Vol. 1 (2012), no. 2, 18 pp. 

• Florent Benaych-Georges : Eigenvectors of Wigner matrices: universality of global fluctuations
  Random Matrices Theory Appl. Vol. 1 (2012), no. 4, 23 pp. 

• Florent Benaych-Georges, Thierry Cabanal-Duvillard : Marchenko-Pastur Theorem and Bercovici-Pata bijections for heavy-tailed or localized vectors
  ALEA, Lat. Am. J. Probab. Math. Stat. Vol. 9 (2012), no. 2, 685--715. 

• Florent Benaych-Georges, Sandrine Péché : Localization and delocalization for heavy tailed band matrices
  Ann. Inst. Henri Poincaré Probab. Stat. Vol. 50 (2014), no. 4, 1385--1403. 

• Florent Benaych-Georges, Alice Guionnet, Camille Male : Central limit theorems for linear statistics of heavy tailed random matrices
  Comm. Math. Phys. Vol. 329 (2014), no. 2, 641--686. 

• Florent Benaych-Georges, Jean Rochet : Outliers in the Single Ring Theorem
  Probab. Theory Related Fields Vol. 165 (2016), no. 1, 313--363. 

• Florent Benaych-Georges, Sandrine Péché :  Largest eigenvalues and eigenvectors of band or sparse matrices
  Electron. Commun. Probab. Vol. 19 (2014), no. 4, 1--9. 

• Florent Benaych-Georges, Alice Guionnet : Central limit theorem for eigenvectors of heavy tailed matrices
  Electron. J. Prob. Vol. 19 (2014), no. 54, 1--27. 

• Florent Benaych-Georges, Christian Houdré : A note on GUE minors, maximal Brownian functionals and longest increasing subsequences
  Markov Process. Related Fields, Vol. 21 (2015), 109--126. 

• Florent Benaych-Georges : Exponential bounds for the support convergence in the Single Ring Theorem
  J. Funct. Anal., Vol. 268 (2015), 3492--3507. 

• Florent Benaych-Georges, Anna Maltsev : Fluctuations of linear statistics of half-heavy-tailed random matrices.
  Stochastic Process. Appl., Vol. 126 (2016), 3331--3352. 

• Florent Benaych-Georges : Local Single Ring Theorem
  Ann. Probab. Vol. 45 (2017), no. 6A, 3850--3885. 

• Florent Benaych-Georges, Jean Rochet :  Fluctuations for analytic test functions in the Single Ring Theorem.
  Indiana Univ. Math. J. Vol. 66 (2017), no. 6. 

• Florent Benaych-Georges, Sandrine Péché : Poisson statistics for matrix ensembles at large temperature
  J. Stat. Phys., Vol. 161 (2015), no. 3, 633--656. 

• Florent Benaych-Georges, Romain Couillet : Spectral analysis of the Gram matrix of mixture models.
  ESAIM Probab. Statist., Vol. 20 (2016), 217--237. 

• Romain Couillet, Florent Benaych-Georges : Kernel spectral clustering of large dimensional data
  Electron. J. Stat., Vol. 10 (2016), no. 1, 1393--1454. 

• Grégoire Ithier, Florent Benaych-Georges : Dynamical typicality of an embedded quantum system.
  Phys. Rev. A, 96, 012108 (2017). 

• Florent Benaych-Georges, Guillaume Cébron, Jean Rochet :  Fluctuation of matrix entries and application to outliers of elliptic matrices
  Canad. J. Math. Vol. 70 (2018), no. 1, 3--25. 

• Florent Benaych-Georges, Nathanaël Enriquez, Alkéos Michaïl : Empirical spectral distribution of a matrix under perturbation.
  J. Theoret. Probab. Vol. 32 (2019), 1220--1251 

• Florent Benaych-Georges, Charles Bordenave, Antti Knowles :  Spectral radii of sparse random matrices.
  Ann. Inst. Henri Poincaré Probab. Stat. Vol. 56, No. 3 (2020), 2141--2161 

• Florent Benaych-Georges, Charles Bordenave, Antti Knowles : Largest eigenvalues of sparse inhomogeneous Erdos-Renyi graphs.
  Ann. Probab. Vol. 47, No. 3 (2019), 1653--1676. 

• Grégoire Ithier, Saeed Ascroft, Florent Benaych-Georges : Typical equilibrium state of an embedded quantum system.
  Physical Review E as Rapid Communication. Vol. 96, No. 6, Dec. 2017. 

• Florent Benaych-Georges, Nathanaël Enriquez, Alkéos Michaïl : Eigenvectors of a matrix under random perturbation
  Random Matrices Theory Appl. Vol. 10, No. 2 (2021). 

• Florent Benaych-Georges, Ofer Zeitouni : Eigenvectors of non normal random matrices.
  Electron. Commun. Probab. 2018, Vol. 23, paper no. 70, 1--12. 

• Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters : Optimal cleaning for singular values of cross-covariance matrices.
  Ann. Appl. Probab. Vol. 33 (2023), no. 2, 1095--1126.

• Florent Benaych-Georges : A short proof of Ledoit-Péché's RIE formula for covariance matrices.
  Unpublished note.

• Florent Benaych-Georges, Cesar Cuenca, Vadim Gorin : Matrix addition and the Dunkl transform at high temperature.
  Comm. Math. Phys. Vol. 394 (2022), no. 2, 735--795.

Proceedings:

• Raj Rao Nadakuditi, Florent Benaych-Georges :  The breakdown point of signal subspace methods.
  Proceedings of the 2010 IEEE Sensor, Array, Multichannel Processing Workshop. October 2010, Jerusalem, Israel. 

• Romain Couillet, Florent Benaych-Georges :  Understanding Big Data Spectral Clustering.
  Regular Sessions, IEEE 6th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), December 2015, Cancun, Mexico.

Lecture notes:

• Florent Benaych-Georges,  Antti Knowles : Lectures on the local semicircle law for Wigner matrices.
  Advanced topics in random matrices, 1--90, Panor. Synthèses, 53, Soc. Math. France, Paris, 2017.

Book chapters:

• Florent Benaych-Georges, Mérouane Debbah :  Free Deconvolution: from Theory to Practice.
  In Paradigms for Biologically-Inspired Autonomic Networks and Services (2010).

Articles et prépublications (finance): 

• Florent Benaych-Georges, Jean-Philippe Bouchaud, Stefano Ciliberti : Equity Factors: To Short Or Not To Short, That Is The Question.
  The Journal of Investing, October 2021, 30 (6) 34-46;