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 | 78 | 2016 |

Invariant beta ensembles and the Gauss-Wigner crossover R Allez, JP Bouchaud, A Guionnet Physical review letters 109 (9), 094102, 2012 | 75 | 2012 |

The continuous Anderson hamiltonian in dimension two R Allez, K Chouk arXiv preprint arXiv:1511.02718, 2015 | 71 | 2015 |

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 | 63 | 2012 |

Eigenvector dynamics: general theory and some applications R Allez, JP Bouchaud Physical Review E 86 (4), 046202, 2012 | 60 | 2012 |

Individual and collective stock dynamics: intra-day seasonalities R Allez, JP Bouchaud New Journal of Physics 13 (2), 025010, 2011 | 60 | 2011 |

Lognormal-scale invariant random measures R Allez, R Rhodes, V Vargas Probability Theory and Related Fields 155 (3-4), 751-788, 2013 | 52 | 2013 |

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 | 50 | 2011 |

From Sine kernel to Poisson statistics R Allez, L Dumaz | 29 | 2014 |

Eigenvector dynamics under free addition R Allez, JP Bouchaud arXiv preprint arXiv:1301.4939, 2013 | 27 | 2013 |

Index distribution of the Ginibre ensemble R Allez, J Touboul, G Wainrib Journal of Physics A: Mathematical and Theoretical 47 (4), 042001, 2014 | 23 | 2014 |

A diffusive matrix model for invariant -ensembles R Allez, A Guionnet | 21 | 2013 |

The eigenvectors of Gaussian matrices with an external source R Allez, J Bun, JP Bouchaud arXiv preprint arXiv:1412.7108, 2014 | 19 | 2014 |

Tracy–Widom at high temperature R Allez, L Dumaz Journal of Statistical Physics 156, 1146-1183, 2014 | 18 | 2014 |

Random matrices in non-confining potentials R Allez, L Dumaz Journal of Statistical Physics 160, 681-714, 2015 | 6 | 2015 |

The continuous Anderson hamiltonian in dimension two K Chouk, R Allez arXiv preprint arXiv:1511.02718, 2015 | 5 | 2015 |

Eigenvector dynamics: theory and some applications R Allez, JP Bouchaud arXiv preprint arXiv:1108.4258, 2011 | 5 | 2011 |

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 | 4 | 2011 |

Chaos multiplicatif Gaussien, Matrices aléatoires et applications R Allez Doctoral dissertation, Paris 9, 2012 | 1 | 2012 |

Convergence of the spectrum of empirical covariance matrices for independent MRW processes R Allez, R Rhodes, V Vargas ESAIM: Probability and Statistics 19, 327-360, 2015 | | 2015 |