Sandrine Péché
Sandrine Péché (* 1977 ) is a French mathematician who specializes in probability theory and mathematical physics.
Sandrine Péché studied at the École normal supérieure de Cachan and received her doctorate in 2002 from the École polytechnique fédérale de Lausanne under Gérard Ben Arous (Universality of local eigenvalue statistics for sample covariance matrix ensembles). She completed her habilitation and taught at the University of Grenoble (Habilitation: The edge spectrum of random matrices) and has been a professor at the University of Paris VII (Denis Diderot) in the Laboratoire de Probabilités et Modèles Aléatoires since 2011 .
She deals with random matrices and applications in financial mathematics, graph theory, high-dimensional statistics, percolation theory and information theory.
In 2014 she was invited speaker at the International Congress of Mathematicians in Seoul (Deformed ensembles of random matrices).
She is the editor of Electronic Communications in Probability.
Fonts (selection)
- with G. Ben Arous: Universality of local eigenvalue statistics for some sample covariance matrices, Communications on Pure and Applied Mathematics, Volume 58, 2005, pp. 1316-1357.
- The largest eigenvalue of small rank perturbations of hermitean random matrices, Prob. Theory and Related Fields, Volume 134, 2006, pp. 127-173, Arxiv
- with Alexander Soshnikov: Wigner random matrices with non symmetrically distributed entries, J. Stat. Phys., Vol. 129, 2007, pp. 857-884, Arxiv
- with A. Soshnikov: On the lower bound of the spectral norm of symmetric random matrices with independent entries, Electronic Communications in Probability, Volume 13, 2008, pp. 280-290. Arxiv
- with Antonio Auffinger, G. Ben Arous: Poisson convergence for the largest eigenvalues of Heavy Tailed Random Matrices, Ann. Inst. Henri Poincaré, Arxiv 2007
- Universality results for largest eigenvalues of some sample covariance matrix ensemble, Arxiv 2007
- with Alan Edelman, Alice Guionnet : Beyond universality in random matrix theory, Annals of Applied Probability, Volume 26, 2016, pp. 1659–1697, Arxiv
- with Benjamin Schlein , Laszlo Erdös , José A. Ramirez, Horng-Tzer Yau : Bulk Universality for Wigner Matrices, Arxiv
Web links
Individual evidence
- ↑ Biography ( Memento of the original from September 11, 2015 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice. at a lecture in Oxford in 2015
- ↑ Sandrine Péché in the Mathematics Genealogy Project (English)
| personal data | |
|---|---|
| SURNAME | Péché, Sandrine |
| BRIEF DESCRIPTION | French mathematician |
| DATE OF BIRTH | 1977 |