Romain Allez

most citedInvariant

β

-Wishart ensembles, crossover densities and asymptotic corrections to the Marchenko-Pastur law

41 citations · 41 across the 1 of their papers we have counts for

collaborators

1 paper

cond-mat.stat-mech2012★ 41 cited

Invariant $β$ -Wishart ensembles, crossover densities and asymptotic corrections to the Marchenko-Pastur law

Romain Allez, Jean-Philippe Bouchaud, Satya N. Majumdar +1

We construct a diffusive matrix model for the $β$ -Wishart (or Laguerre) ensemble for general continuous $β \in [0, 2]$ , which preserves invariance under the orthogonal/unitary group…

Invariant β-Wishart ensembles, crossover densities and asymptotic corrections to the Marchenko-Pastur law

Invariant $β$ -Wishart ensembles, crossover densities and asymptotic corrections to the Marchenko-Pastur law