I. [. Benaych-georges, A permutation model for free random variables and its classical analogue, Pacific Journal of Mathematics, vol.242, issue.1, pp.33-51, 2009.
DOI : 10.2140/pjm.2009.242.33
URL : https://hal.archives-ouvertes.fr/hal-00220460

F. [. Belinschi and A. Benaych-georges, Regularization by Free Additive Convolution, Square and Rectangular Cases, Complex Analysis and Operator Theory, vol.3, issue.3, pp.611-660, 2009.
DOI : 10.1007/s11785-008-0080-z
URL : https://hal.archives-ouvertes.fr/hal-00153421

T. [. Benaych-georges, A Matrix Interpolation between Classical and Free Max Operations. I. The Univariate Case, Journal of Theoretical Probability, vol.28, issue.3, pp.447-465, 2010.
DOI : 10.1007/s10959-009-0210-1
URL : https://hal.archives-ouvertes.fr/hal-00485352

T. [. Benaych-georges, A continuous semigroup of notions of independence between the classical and the free one, The Annals of Probability, vol.39, issue.3, pp.904-938, 2011.
DOI : 10.1214/10-AOP573
URL : https://hal.archives-ouvertes.fr/hal-00338778

R. [. Benaych-georges, The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices, Advances in Mathematics, vol.227, issue.1, pp.494-521, 2011.
DOI : 10.1016/j.aim.2011.02.007
URL : https://hal.archives-ouvertes.fr/hal-00423593

R. [. Benaych-georges, Rao The singular values and vectors of low rank perturbations of large rectangular random matrices, 2011.

A. [. Benaych-georges and M. Guionnet, Fluctuations of the Extreme Eigenvalues of Finite Rank Deformations of Random Matrices, Paper no, pp.1621-1662, 2011.
DOI : 10.1214/EJP.v16-929
URL : https://hal.archives-ouvertes.fr/hal-00659338

A. [. Benaych-georges and M. Guionnet, Maïda Large deviations of extreme eigenvalues of finite rank deformations of deterministic matrices, 2011.

F. [. Benaych-georges, Chapon Random right eigenvalues of Gaussian quaternionic matrices, paraître dans Random Matrices : Theory and Applications (RMTA)

N. [. Benaych-georges, Enriquez Perturbations of diagonal matrices by band random matrices, ArXiv, p.1104, 1983.

R. [. Benaych-georges and . Rao, The breakdown point of signal subspace methods, Proceedings of the 2010 IEEE Sensor, Array, Multichannel Processing Workshop, 2010.

G. Anderson, A. Guionnet, and O. , Zeitouni An Introduction to Random Matrices. Cambridge studies in advanced mathematics, p.118, 2009.

A. D. 'aristotile, P. Diaconis, and C. , Newman Brownian motion and the classical groups. With Probability, Statisitica and their applications : Papers in Honor of Rabii Bhattacharaya, pp.97-116, 2003.

R. Arratia, A. D. Barbour, and S. , Tavaré Logarithmic combinatorial structures : a probabilistic approach, EMS Monographs in Mathematics. European Mathematical Society (EMS), 2003.

A. Auffinger, G. Ben-arous, and S. , Péché Poisson convergence for the largest eigenvalues of heavy tailed random matrices, Ann. Inst. Henri Poincaré Probab. Stat, vol.45, issue.3, pp.58-610, 2009.

Z. D. Bai and J. W. , Silverstein Spectral analysis of large dimensional random matrices, 2009.

J. Baik, G. Ben-arous, and S. , Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices, The Annals of Probability, vol.33, issue.5, pp.1643-1697, 2005.
DOI : 10.1214/009117905000000233

S. T. Belinschi, The Lebesgue decomposition of the free additive convolution of two probability distributions, Probability Theory and Related Fields, vol.182, issue.3, pp.125-150, 2008.
DOI : 10.1007/s00440-007-0100-3

S. T. Belinschi, A. Dembo, and A. , Spectral Measure of Heavy Tailed Band and Covariance Random Matrices, Communications in Mathematical Physics, vol.268, issue.2, pp.1023-1033, 2009.
DOI : 10.1007/s00220-009-0822-4

G. B. Arous, A. Dembo, and A. , Aging of spherical spin glasses, Probability Theory and Related Fields, vol.120, issue.1, pp.1-67, 2001.
DOI : 10.1007/PL00008774

G. B. Arous and A. , Guionnet Large deviations for Wigner's law and Voiculescu 's non commutative entropy. Probab. Theory Related Fields, pp.517-542, 1997.

G. B. Arous and A. , The Spectrum of Heavy Tailed Random Matrices, Communications in Mathematical Physics, vol.268, issue.2, pp.715-751, 2008.
DOI : 10.1007/s00220-007-0389-x

G. B. Arous and O. , Large deviations from the circular law, ESAIM: Probability and Statistics, vol.2, pp.123-134, 1998.
DOI : 10.1051/ps:1998104

H. Bercovici and V. , Pata, with an appendix by P. Biane Stable laws and domains of attraction in free probability theory, Annals of Mathematics, pp.149-1023, 1999.

H. Bercovici and D. , L??vy-Hin??in type theorems for multiplicative and additive free convolution, Pacific Journal of Mathematics, vol.153, issue.2, pp.217-248, 1992.
DOI : 10.2140/pjm.1992.153.217

H. Bercovici and D. , Voiculescu Regularity questions for free convolution Nonselfadjoint operator algebras, operator theory, and related topics, Oper. Theory Adv. Appl, vol.104, pp.37-47, 1998.

P. Biane, Brownian motion, free stochastic calculus and random matrices. Free probability theory, Fields Inst, 1995.
DOI : 10.1090/fic/012/01

P. Biane, On the free convolution with a semi-circular distribution, Indiana University Mathematics Journal, vol.46, issue.3, pp.705-718, 1997.
DOI : 10.1512/iumj.1997.46.1467

P. B. Segal, Bargmann transform, functional calculus on matrix spaces and the theory of semi-circular and circular systems, J. Funct. Anal, vol.144, issue.1, pp.232-286, 1997.

P. Biane, Processes with free increments, Mathematische Zeitschrift, vol.227, issue.1, pp.143-174, 1998.
DOI : 10.1007/PL00004363

P. Biane, M. Capitaine, and A. , Large deviation bounds for matrix Brownian motion, Inventiones Mathematicae, vol.152, issue.2, pp.433-459, 2003.
DOI : 10.1007/s00222-002-0281-4

C. Bordenave, P. Caputo, and D. , Chafaï Spectrum of large random reversible Markov chains ? heavy-tailed weights on the complete graph

C. Bordenave, P. Caputo, and D. , Chafaï Spectrum of non-Hermitian heavy tailed random matrices

É. Borel, Sur les principes de la th??orie cin??tique des gaz, Annales scientifiques de l'??cole normale sup??rieure, vol.23, pp.9-32, 1906.
DOI : 10.24033/asens.561

A. Borodin and S. , Airy Kernel with Two Sets of Parameters in Directed Percolation and Random Matrix Theory, Journal of Statistical Physics, vol.252, issue.1???3, pp.275-290, 2008.
DOI : 10.1007/s10955-008-9553-8

T. Duvillard and A. , Guionnet Large deviations upper bounds for the laws of matrix-valued processes and non-communicative entropies, Ann. Probab, vol.29, issue.3, pp.1205-1261, 2001.

M. Capitaine and M. , Casalis Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to beta random matrices
DOI : 10.1512/iumj.2004.53.2325
URL : http://doi.org/10.1512/iumj.2004.53.2325

M. Capitaine and C. , Strong asymptotic freeness for Wigner and Wishart matrices, Indiana University Mathematics Journal, vol.56, issue.2, pp.767-803, 2007.
DOI : 10.1512/iumj.2007.56.2886
URL : https://hal.archives-ouvertes.fr/hal-00004770

M. Capitaine, C. Donati-martin, and D. , The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations, The Annals of Probability, vol.37, issue.1, pp.1-47, 2009.
DOI : 10.1214/08-AOP394
URL : https://hal.archives-ouvertes.fr/hal-00939972

M. Capitaine, C. Donati-martin, and D. , Féral Central limit theorems for eigenvalues of deformations of Wigner matrices. A paraître aux Annales, 2011.

M. Capitaine, C. Donati-martin, D. Féral, and M. , Février Free convolution with a semicircular convolution and eigenvalues of spiked deformations of Wigner matrices, 2010.

D. Anderson-localization, Blog note

S. Chatterjee and E. , Meckes Multivariate normal approximation using exchangeable pairs, ALEA, vol.4, pp.257-283, 2008.

S. Chatterjee and S. R. , Varadhan Large deviations for random matrices

B. Collins, J. A. Mingo, P. ?niady, and R. , Speicher Second order freeness and fluctuations of random matrices. III. Higher order freeness and free cumulants, Doc. Math, vol.12, pp.1-70, 2007.

B. Collins and P. , Integration with Respect to the Haar Measure on Unitary, Orthogonal and Symplectic Group, Communications in Mathematical Physics, vol.264, issue.3, pp.773-795, 2006.
DOI : 10.1007/s00220-006-1554-3

B. Collins and P. , ?niady New scaling of Itzykson-Zuber integrals. Annales de l'IHP Prob. Stats, pp.139-146, 2007.

B. Collins and M. , Borel theorems for random matrices from the classical compact symmetric spaces, The Annals of Probability, vol.36, issue.3, pp.876-895, 2008.
DOI : 10.1214/07-AOP341

A. B. Dieker and J. , Warren On the largest-eigenvalue process for generalized Wishart random matrices. ALEA Lat, Am. J. Probab. Math. Stat, vol.6, pp.369-376, 2009.

C. Donati-martin and A. , Rouault Truncations of Haar unitary matrices, traces and bivariate Brownian bridge, ArXiv, pp.1007-1366

L. Erdös and A. , Knowles Quantum Diffusion and Eigenfunction Delocalization in a Random Band Matrix Model

L. Erdös and A. , Knowles Quantum Diffusion and Delocalization for Band Matrices with General Distribution

L. Erdös, B. Schlein, and H. , Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices, The Annals of Probability, vol.37, issue.3, pp.815-852, 2009.
DOI : 10.1214/08-AOP421

L. Erdös, B. Schlein, and H. , Local Semicircle Law and Complete Delocalization for Wigner Random Matrices, Communications in Mathematical Physics, vol.148, issue.2, pp.641-655, 2009.
DOI : 10.1007/s00220-008-0636-9

L. Erdös, B. Schlein, and H. , Yau Wegner estimate and level repulsion for Wigner random matrices

D. Féral and S. , The Largest Eigenvalue of Rank One Deformation of Large Wigner Matrices, Communications in Mathematical Physics, vol.163, issue.1, pp.185-228, 2007.
DOI : 10.1007/s00220-007-0209-3

A. Fey, R. Van-der-hofstad, and M. , Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems, Advances in Applied Probability, vol.25, issue.04, pp.1048-1071, 2008.
DOI : 10.1137/S003613999936372X

P. Flajolet and R. , Sedgewick Analytic combinatorics, 2009.
DOI : 10.1017/cbo9780511801655
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.160.5210

P. K. Friz and H. , Rough path limits of the Wong???Zakai type with a modified drift term, Journal of Functional Analysis, vol.256, issue.10, pp.3236-3256, 2009.
DOI : 10.1016/j.jfa.2009.02.010

S. Geman, A Limit Theorem for the Norm of Random Matrices, The Annals of Probability, vol.8, issue.2, pp.252-261, 1980.
DOI : 10.1214/aop/1176994775

A. Ghaderipoor and C. , Tellambura Generalization of some integrals over unitary matrices by character expansion of groups, J. Math. Physics, pp.49-073519, 2008.

V. Gnedenko and A. N. , Kolmogorov Limit distributions for sums of independent random variables, 1954.

D. Gregoratti, W. Hachem, and X. , Mestre Space-time bock coding for the DF relay channel. Prépublication, 2011.

A. Guionnet, Large random matrices : lectures on macroscopic asymptotics École d'Été de probabilités de Saint-Flour XXXVI?, Lect. Notes Math, p.1957, 2006.

A. Guionnet and M. , A Fourier view on the <mml:math altimg="si1.gif" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:mi>R</mml:mi></mml:math>-transform and related asymptotics of spherical integrals, Journal of Functional Analysis, vol.222, issue.2, pp.435-490, 2005.
DOI : 10.1016/j.jfa.2004.09.015

A. Guionnet, M. Krishnapur, and O. , Zeitouni The single ring theorem

A. Guionnet and O. , Large Deviations Asymptotics for Spherical Integrals, Journal of Functional Analysis, vol.188, issue.2, pp.461-515, 2002.
DOI : 10.1006/jfan.2001.3833

U. Haagerup and F. , Larsen Brown's spectral distribution measure for R-diagonal elements in finite von Neumann algebras Journ. Functional Analysis, pp.331-367, 2000.

W. Hachem, P. Loubaton, X. Mestre, J. Najim, and P. , Vallet A Subspace Estimator for Fixed Rank Perturbations of Large Random Matrices. Prépublication, 2011.

D. L. Hanson and F. , A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables, The Annals of Mathematical Statistics, vol.42, issue.3, pp.1079-1083, 1971.
DOI : 10.1214/aoms/1177693335

F. Hiai and D. , Petz The semicircle law, free random variables, and entropy, Amer. Math. Soc., Mathematical Surveys and Monographs, vol.77, 2000.

D. C. Hoyle and M. Rattray, Statistical mechanics of learning multiple orthogonal signals: Asymptotic theory and fluctuation effects, Physical Review E, vol.75, issue.1, p.16101, 2007.
DOI : 10.1103/PhysRevE.75.016101

N. Ikeda and S. , Watanabe Stochastic differential equations and diffussion processes, 1981.

T. Jiang, How many entries of a typical orthogonal matrix can be approximated by independent normals?, The Annals of Probability, vol.34, issue.4, pp.1497-1529, 2006.
DOI : 10.1214/009117906000000205

K. Johansson, Shape Fluctuations and Random Matrices, Communications in Mathematical Physics, vol.209, issue.2, pp.437-476, 2000.
DOI : 10.1007/s002200050027
URL : http://arxiv.org/abs/math/9903134

Y. Kabashima, Inference from correlated patterns: a unified theory for perceptron learning and linear vector channels, Journal of Physics: Conference Series, vol.95, p.12001, 2008.
DOI : 10.1088/1742-6596/95/1/012001

B. Klartag, A central limit theorem for convex sets, Inventiones mathematicae, vol.107, issue.3, pp.91-131, 2007.
DOI : 10.1007/s00222-006-0028-8

A. Knowles and J. , Yin Eigenvector Distribution of Wigner Matrices, ArXiv, pp.1102-0057

T. Lévy and M. , Central limit theorem for the heat kernel measure on the unitary group, Journal of Functional Analysis, vol.259, issue.12, pp.3163-3204, 2010.
DOI : 10.1016/j.jfa.2010.08.005

N. Linial and D. Puder, Word maps and spectra of random graph lifts, Random Structures & Algorithms, vol.11, issue.1, pp.100-135, 2010.
DOI : 10.1002/rsa.20304

M. Maïda, Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles, Electronic Journal of Probability, vol.12, issue.0, pp.1131-1150, 2007.
DOI : 10.1214/EJP.v12-438

V. A. Marchenko and L. A. , Pastur The distribution of eigenvalues in certain sets of random matrices, Mat. Sb. anglaise USSR Sb, vol.72, issue.1, pp.507-536, 1967.

J. A. Mingo and A. , Nica Annular noncrossing permutations and partitions, and secondorder asymptotics for random matrices, Int. Math. Res. Not, issue.28, pp.1413-1460, 2004.

J. A. Mingo and R. , Second order freeness and fluctuations of random matrices: I. Gaussian and Wishart matrices and cyclic Fock spaces, Journal of Functional Analysis, vol.235, issue.1, pp.226-270, 2006.
DOI : 10.1016/j.jfa.2005.10.007

J. A. Mingo, P. ?niady, and R. , Second order freeness and fluctuations of random matrices: II. Unitary random matrices, Advances in Mathematics, vol.209, issue.1, pp.212-240, 2007.
DOI : 10.1016/j.aim.2006.05.003

B. Nadler, Finite sample approximation results for principal component analysis: A matrix perturbation approach, The Annals of Statistics, vol.36, issue.6, pp.2791-2817, 2008.
DOI : 10.1214/08-AOS618

M. Neagu, Asymptotic freeness of random permutation matrices with restricted cycle lengths, Indiana University Mathematics Journal, vol.56, issue.4, pp.2017-2049, 2007.
DOI : 10.1512/iumj.2007.56.3017

A. Nica, Asymptotically free families of random unitaries in symmetric groups, Pacific Journal of Mathematics, vol.157, issue.2, pp.29-310, 1993.
DOI : 10.2140/pjm.1993.157.295

A. Nica, On the number of cycles of given length of a free word in several random permutations, Random Structures and Algorithms, vol.23, issue.5, pp.703-730, 1994.
DOI : 10.1002/rsa.3240050506

A. Nica and R. , Speicher Lectures on the combinatorics of free probability, 2006.

D. Paul, Asymptotics of sample eigenstructure for a large dimensional spiked covariance model, Statist. Sinica, vol.17, issue.4, pp.1617-1642, 2007.

S. Péché, The largest eigenvalue of small rank perturbations of Hermitian random matrices. Probab. Theory Related Fields, pp.127-173, 2006.

S. Péché, Universality results for the largest eigenvalues of some sample covariance matrix ensembles, Probability Theory and Related Fields, vol.6, issue.6, pp.481-516, 2009.
DOI : 10.1007/s00440-007-0133-7

J. A. Ramírez, B. Rider, and B. , Virág Beta ensembles, stochastic Airy spectrum, and a diffusion

L. C. Rogers and D. , Williams Diffusions, Markov processes and martingales, 1987.
DOI : 10.1017/cbo9780511805141

J. Schenker, Eigenvector Localization for Random Band Matrices with Power Law Band Width, Communications in Mathematical Physics, vol.44, issue.1???2, pp.1065-1097, 2009.
DOI : 10.1007/s00220-009-0798-0
URL : http://arxiv.org/abs/0809.4405

B. Schlittgen and T. , Generalizations of some integrals over the unitary group, Journal of Physics A: Mathematical and General, vol.36, issue.12, p.3195, 2003.
DOI : 10.1088/0305-4470/36/12/319

D. Shlyakhtenko, Random Gaussian band matrices and freeness with amalgamation, Internat. Math. Res. Notices, issue.20, pp.1013-1025, 1996.

S. Sodin, The spectral edge of some random band matrices, Annals of Mathematics, vol.172, issue.3, pp.2223-2251, 2010.
DOI : 10.4007/annals.2010.172.2223

R. Speicher, Multiplicative functions on the lattice of non-crossing partitions and free convolution, Mathematische Annalen, vol.104, issue.no. 2, pp.611-628, 1994.
DOI : 10.1007/BF01459754

R. Speicher, Combinatorial theory of the free product with amalgamation and operator-valued free probability theory, Memoirs of the American Mathematical Society, vol.132, issue.627, 1998.
DOI : 10.1090/memo/0627

T. Tao and V. , Random matrices: Universality of ESDs and the circular law, The Annals of Probability, vol.38, issue.5, pp.2023-2065, 2010.
DOI : 10.1214/10-AOP534

T. Tao and V. , Vu Random matrices : universality of local eigenvalue statistics

T. Tao and V. , Vu Random matrices : universality of eigenvectors

C. Tracy and H. , Level-spacing distributions and the Airy kernel, Communications in Mathematical Physics, vol.21, issue.1, pp.151-174, 1994.
DOI : 10.1007/BF02100489

C. Tracy and H. , On orthogonal and symplectic matrix ensembles, Communications in Mathematical Physics, vol.163, issue.3, pp.727-754, 1996.
DOI : 10.1007/BF02099545

D. Voiculescu, Limit laws for Random matrices and free products, Inventiones mathematicae, vol.67, issue.3, pp.201-220, 1991.
DOI : 10.1007/BF01245072

D. Voiculescu, A strengthened asymptotic freeness result for random matrices with applications to free entropy, Internat. Math. Res. Notices, issue.1, pp.41-63, 1998.

D. Voiculescu, The Analogues of Entropy and of Fisher's Information Measure in Free Probability Theory, Advances in Mathematics, vol.146, issue.2, pp.101-166, 1999.
DOI : 10.1006/aima.1998.1819

D. Voiculescu, K. Dykema, and A. , Nica Free random variables, CRM Monograghs Series, issue.1, 1992.

F. Xu, A Random Matrix Model From Two Dimensional Yang-Mills Theory, Communications in Mathematical Physics, vol.190, issue.2, pp.287-307, 1997.
DOI : 10.1007/s002200050242

I. Zakharevich, A Generalization of Wigner???s Law, Communications in Mathematical Physics, vol.67, issue.2, pp.403-414, 2006.
DOI : 10.1007/s00220-006-0074-5

P. Zinn-justin and J. , Zuber On some integrals over the U(N ) unitary group and their large N limit, J. Phys. A, vol.36, pp.12-3173, 2003.

A. Zvonkin, Matrix integrals and map enumeration: An accessible introduction, Mathematical and Computer Modelling, vol.26, issue.8-10, pp.8-10, 1995.
DOI : 10.1016/S0895-7177(97)00210-0
URL : http://doi.org/10.1016/s0895-7177(97)00210-0