activity
20042025
most citedAsymptotic behavior of random determinants in the Laguerre, Gram and Jacobi ensembles

34 citations · 134 across the 29 of their papers we have counts for

collaborators

35 papers

math.PR2025

Sum rules via large deviations: polynomial potentials and multi-cut regime on the unit circle

Fabrice Gamboa, Jan Nagel, Alain Rouault

Sum rules are elegant formulas that relate entropy functionals to coefficients associated with orthogonal polynomials [Sim11]. In a series of paper (see for example [GNR16], [GNR17…

math.PR2023

On some gateways between sum rules

Fabrice Gamboa, Jan Nagel, Alain Rouault

We present correspondences induced by some classical mappings between measures on an interval and measures on the unit circle. More precisely, we link their sequences of orthogonal…

math.PR2020

Invariance principles for clocks

Maria-Emilia Caballero, Alain Rouault

We show an invariance principle for rescaled clocks of positive semi-stable Markov processes, proving a conjecture presented in Remark 4 in Demni, Rouault, Zani [11], 2015.

math.PR2020

Large deviations for spectral measures of some spiked matrices

Nathan Noiry, Alain Rouault

We prove large deviations principles for spectral measures of perturbed (or spiked) matrix models in the direction of an eigenvector of the perturbation. In each model under study,…

math.PR2020

A matrix version of a higher-order Szeg{ö} theorem

Alain Rouault

We extend a higher-order sum rule proved by B. Simon to matrix valued measures on the unit circle and their matrix Verblunsky coefficients.

math.PR2020★ 1 cited

Sum rules via large deviations: extension to polynomial potentials and the multi-cut regime

Fabrice Gamboa, Jan Nagel, Alain Rouault

A sum rule is an identity connecting the entropy of a measure with coefficients involved in the construction of its orthogonal polynomials (Jacobi coefficients). Our paper is an ex…