Romain Allez
Romain Allez
Qube Research and Technologies (QRT)
E-mail megerősítve itt: qube-rt.com
Cím
Hivatkozott rá
Hivatkozott rá
Év
Invariant beta ensembles and the Gauss-Wigner crossover
R Allez, JP Bouchaud, A Guionnet
Physical review letters 109 (9), 094102, 2012
612012
The continuous Anderson hamiltonian in dimension two
R Allez, K Chouk
arXiv preprint arXiv:1511.02718, 2015
602015
Rotational invariant estimator for general noisy matrices
J Bun, R Allez, JP Bouchaud, M Potters
IEEE Transactions on Information Theory 62 (12), 7475-7490, 2016
552016
Eigenvector dynamics: general theory and some applications
R Allez, JP Bouchaud
Physical Review E 86 (4), 046202, 2012
552012
Individual and collective stock dynamics: intra-day seasonalities
R Allez, JP Bouchaud
New Journal of Physics 13 (2), 025010, 2011
552011
Invariant β-Wishart ensembles, crossover densities and asymptotic corrections to the Marčenko–Pastur law
R Allez, JP Bouchaud, SN Majumdar, P Vivo
Journal of Physics A: Mathematical and Theoretical 46 (1), 015001, 2012
532012
Lognormal -scale invariant random measures
R Allez, R Rhodes, V Vargas
Probability Theory and Related Fields 155 (3-4), 751-788, 2013
46*2013
Lognormal -scale invariant random measures
R Allez, R Rhodes, V Vargas
Probability Theory and Related Fields 155 (3-4), 751-788, 2013
452013
Principal regression analysis and the index leverage effect
PA Reigneron, R Allez, JP Bouchaud
Physica A: Statistical Mechanics and its Applications 390 (17), 3026-3035, 2011
442011
From Sine kernel to Poisson statistics
R Allez, L Dumaz
Electronic journal of probability 19, 1-25, 2014
252014
Eigenvector dynamics under free addition
R Allez, JP Bouchaud
arXiv preprint arXiv:1301.4939, 2013
242013
Index distribution of the Ginibre ensemble
R Allez, J Touboul, G Wainrib
Journal of Physics A: Mathematical and Theoretical 47 (4), 042001, 2014
202014
A diffusive matrix model for invariant -ensembles
R Allez, A Guionnet
Electronic Journal of Probability 18, 1-30, 2013
192013
The eigenvectors of Gaussian matrices with an external source
R Allez, J Bun, JP Bouchaud
arXiv preprint arXiv:1412.7108, 2014
162014
Tracy–Widom at high temperature
R Allez, L Dumaz
Journal of Statistical Physics 156 (6), 1146-1183, 2014
162014
Random matrices in non-confining potentials
R Allez, L Dumaz
Journal of Statistical Physics 160 (3), 681-714, 2015
62015
The continuous Anderson hamiltonian in dimension two
K Chouk, R Allez
arXiv preprint arXiv:1511.02718, 2015
52015
Eigenvector dynamics: theory and some applications
R Allez, JP Bouchaud
arXiv preprint arXiv:1108.4258, 2011
52011
Marchenko Pastur type theorem for independent MRW processes: convergence of the empirical spectral measure
R Allez, R Rhodes, V Vargas
arXiv preprint arXiv:1106.5891, 2011
42011
Chaos multiplicatif Gaussien, Matrices aléatoires et applications
R Allez
12012
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Cikkek 1–20