88 citations · 166 across the 4 of their papers we have counts for
4 papers
The eigenvectors of Gaussian matrices with an external source
Romain Allez, Joël Bun, Jean-Philippe Bouchaud
We consider a diffusive matrix process defined as where is a given deterministic Hermitian matrix and is a Hermitian Brownian mot…
From Sine kernel to Poisson statistics
Romain Allez, Laure Dumaz
We study the Sine process introduced in [B. Valkó and B. Virág. Invent. math. (2009)] when the inverse temperature tends to 0. This point process has been shown to be the s…
Invariant -ensembles and the Gauss-Wigner crossover
Romain Allez, Jean-Philippe Bouchaud, Alice Guionnet
We define a new diffusive matrix model converging towards the -Dyson Brownian motion for all that provides an explicit construction of -ensembles of random matr…
Eigenvector dynamics: general theory and some applications
Romain Allez, Jean-Philippe Bouchaud
We propose a general framework to study the stability of the subspace spanned by consecutive eigenvectors of a generic symmetric matrix , when a small perturbation i…