Romain Allez

activity

20102015

β

-ensembles and the Gauss-Wigner crossover

88 citations · 559 across the 17 of their papers we have counts for

collaborators

Showing 2012 · math.PRShow all

2 papers · 2 filters

math.PR2012★ 18 cited

A diffusive matrix model for invariant $β$ -ensembles

Romain Allez, Alice Guionnet

We define a new diffusive matrix model converging towards the $β$ -Dyson Brownian motion for all $β \in [0, 2]$ that provides an explicit construction of $β$ -ensembles of random matri…

math.PR2012★ 88 cited

Invariant $β$ -ensembles and the Gauss-Wigner crossover

Romain Allez, Jean-Philippe Bouchaud, Alice Guionnet

We define a new diffusive matrix model converging towards the $β$ -Dyson Brownian motion for all $β \in [0, 2]$ that provides an explicit construction of $β$ -ensembles of random matr…

A diffusive matrix model for invariant β-ensembles

Invariant β-ensembles and the Gauss-Wigner crossover

A diffusive matrix model for invariant $β$ -ensembles

Invariant $β$ -ensembles and the Gauss-Wigner crossover