Romain Allez

most citedInterlacing Eigenvectors of Large Gaussian Matrices

2 citations · 2 across the 2 of their papers we have counts for

collaborators

3 papers

math.PR2025

The Eigenvector Bead Process

Antonin Barbe, Benjamin De Bruyne, Romain Allez

We investigate the overlap matrix between the eigenvectors of a Wigner matrix $H_{N + K}$ of size $(N + K) \times (N + K)$ and those of its principal minor $H_{N}$ of size $N \times N$ , for b…

math.PR2025

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices

Elie Attal, Romain Allez

We consider the singular vectors of any $m \times n$ submatrix of a rectangular $M \times N$ Gaussian matrix and study their asymptotic overlaps with those of the full matrix, in t…

math.PR2024★ 2 cited

Interlacing Eigenvectors of Large Gaussian Matrices

Elie Attal, Romain Allez

We consider the eigenvectors of the principal minor of dimension $n < N$ of the Dyson Brownian motion in $R^{N}$ and investigate their asymptotic overlaps with the eigenvec…