activity
19932026
most citedNoise Dressing of Financial Correlation Matrices

1.3k citations · 18.6k across the 289 of their papers we have counts for

collaborators
Showing 2007Show all

9 papers · 1 filter

cond-mat.soft2007★ 22 cited

Lower bound on the four-point dynamical susceptibility: Direct experimental test on a granular packing

F. Lechenault, O. Dauchot, G. Biroli +1

We track the motion of a horizontally vibrated amorphous assembly of bidisperse hard disks, for densities ranging across the jamming transition. We derive on very general grounds a…

cond-mat.dis-nn2007★ 50 cited

Statistical mechanics of a single particle in a multiscale random potential: Parisi landscapes in finite dimensional Euclidean spaces

Yan V Fyodorov, Jean-Philippe Bouchaud

We construct a N-dimensional Gaussian landscape with multiscale, translation invariant, logarithmic correlations and investigate the statistical mechanics of a single particle in t…

q-fin.ST2007★ 7 cited

The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy

Giulio Biroli, Jean-Philippe Bouchaud, Marc Potters

We study a new ensemble of random correlation matrices related to multivariate Student (or more generally elliptic) random variables. We establish the exact density of states of em…

cond-mat.stat-mech2007★ 6 cited

Quantum plasticity and dislocation-induced supersolidity

Jean-Philippe Bouchaud, Giulio Biroli

We suggest that below a certain temperature T_k, the free energy for the creation of kinks-antikinks pairs in the dislocation network of solid He4 becomes negative. The underlying…

cond-mat.dis-nn2007★ 21 cited

On an explicit construction of Parisi landscapes in finite dimensional Euclidean spaces

Yan V. Fyodorov, Jean-Philippe Bouchaud

We construct a N-dimensional Gaussian landscape with multiscale, translation invariant, logarithmic correlations and investigate the statistical mechanics of a single particle in t…

cond-mat.stat-mech2007★ 263 cited

Spatial correlations in the dynamics of glassforming liquids: Experimental determination of their temperature dependence

Cécile Dalle-Ferrier, Caroline Thibierge, Christiane Alba-Simionesco +6

We use recently introduced three-point dynamic susceptibilities to obtain an experimental determination of the temperature evolution of the number of molecules, N_corr, that are dy…

cond-mat.soft2007★ 125 cited

Critical scaling and heterogeneous superdiffusion across the jamming/rigidity transition of a granular glass

F. Lechenault, O. Dauchot, G. Biroli +1

The dynamical properties of a dense horizontally vibrated bidisperse granular monolayer are experimentally investigated. The quench protocol produces states with a frozen structure…

cond-mat.dis-nn2007★ 3 cited

Anomalous relaxation in complex systems: from stretched to compressed exponentials

Jean-Philippe Bouchaud

We attempt to give a bird's eye view of the physical mechanisms leading to anomalous relaxation, and the relation of this phenomenon with anomalous diffusion and transport. Whereas…

cond-mat.stat-mech2007★ 70 cited

Extreme value problems in Random Matrix Theory and other disordered systems

Giulio Biroli, Jean-Philippe Bouchaud, Marc Potters

We review some applications of central limit theorems and extreme values statistics in the context of disordered systems. We discuss several problems, in particular concerning Rand…