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20022005
most citedLarge deviations and stochastic calculus for large random matrices

48 citations · 127 across the 8 of their papers we have counts for

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Showing 2004 · math.PRShow all

6 papers · 2 filters

math.PR2004

Timescales of population rarity and commonness in random environments

R. Ferriere, A. Guionnet, I. Kurkova

This paper investigates the influence of environmental noise on the characteristic timescale of the dynamics of density-dependent populations. General results are obtained on the s…

math.PR2004

Long time behavior of the solutions to non-linear Kraichnan equations

Alice Guionnet, Christian Mazza

We consider the solution of a nonlinear Kraichnan equation with a covariance kernel and boundary condition $H…

math.PR20041 cited

Cugliandolo-Kurchan equations for dynamics of Spin-Glasses

Gerard Ben Arous, Amir Dembo, Alice Guionnet

We study the Langevin dynamics for the family of spherical -spin disordered mean-field models and prove that in the limit of system size approaching infinity, the empirical…

math.PR200448 cited

Large deviations and stochastic calculus for large random matrices

Alice Guionnet

Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field the…

math.PR20044 cited

An asymptotic log-Fourier interpretation of the R-transform

Alice Guionnet, Mylene Maida

We estimate the asymptotics of spherical integrals when the rank of one matrix is finite. We show that it is given in terms of the R-transform of the spectral measure of the full r…

math.PR200425 cited

Character expansion method for the first order asymptotics of a matrix integral

Alice Guionnet, Mylene Maida

The estimation of various matrix integrals as the size of the matrices goes to infinity is motivated by theoretical physics, geometry and free probability questions. On a rigorous…