964 citations
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Showing 2004 · math.PRShow all
3 papers · 2 filters
math.PR2004★ 1 cited
Cugliandolo-Kurchan equations for dynamics of Spin-Glasses
Gerard Ben Arous, Amir Dembo, Alice Guionnet
We study the Langevin dynamics for the family of spherical -spin disordered mean-field models and prove that in the limit of system size approaching infinity, the empirical…
math.PR2004★ 48 cited
Large deviations and stochastic calculus for large random matrices
Alice Guionnet
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field the…
math.PR2004★ 25 cited
Character expansion method for the first order asymptotics of a matrix integral
Alice Guionnet, Mylene Maida
The estimation of various matrix integrals as the size of the matrices goes to infinity is motivated by theoretical physics, geometry and free probability questions. On a rigorous…