177 citations · 872 across the 49 of their papers we have counts for
Showing 2012 · math.PRShow all
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math.PR2012★ 18 cited
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…
math.PR2012★ 88 cited
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…
math.PR2012★ 3 cited
Localization and delocalization of eigenvectors for heavy-tailed random matrices
Charles Bordenave, Alice Guionnet
Consider an n x n Hermitian random matrix with, above the diagonal, independent entries with alpha-stable symmetric distribution and 0 < alpha < 2. We establish new bounds on the r…