88 citations · 559 across the 17 of their papers we have counts for
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Invariant -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 -Wishart (or Laguerre) ensemble for general continuous , which preserves invariance under the orthogonal/unitary group…
A diffusive matrix model for invariant -ensembles
Romain Allez, 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 matri…
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…