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 2015Show all

3 papers · 1 filter

math.PR2015★ 58 cited

The continuous Anderson hamiltonian in dimension two

Romain Allez, Khalil Chouk

We define the Anderson hamiltonian on the two dimensional torus $R^{2} / Z^{2}$ . This operator is formally defined as $H := - Δ + ξ$ where $Δ$ is the Laplacian oper…

cond-mat.stat-mech2015★ 73 cited

Rotational invariant estimator for general noisy matrices

Joël Bun, Romain Allez, Jean-Philippe Bouchaud +1

We investigate the problem of estimating a given real symmetric signal matrix $C$ from a noisy observation matrix $M$ in the limit of large dimension. We consider…

math.PR2015★ 14 cited

The eigenvectors of Gaussian matrices with an external source

Romain Allez, Joël Bun, Jean-Philippe Bouchaud

We consider a diffusive matrix process $(X_{t})_{t \geq 0}$ defined as $X_{t} := A + H_{t}$ where $A$ is a given deterministic Hermitian matrix and $(H_{t})_{t \geq 0}$ is a Hermitian Brownian mot…