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Romain Allez
Romain Allez
Qube Research and Technologies (QRT)
Verified email at qube-rt.com
Title
Cited by
Cited by
Year
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
782016
Invariant beta ensembles and the Gauss-Wigner crossover
R Allez, JP Bouchaud, A Guionnet
Physical review letters 109 (9), 094102, 2012
752012
The continuous Anderson hamiltonian in dimension two
R Allez, K Chouk
arXiv preprint arXiv:1511.02718, 2015
712015
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
632012
Eigenvector dynamics: general theory and some applications
R Allez, JP Bouchaud
Physical Review E 86 (4), 046202, 2012
602012
Individual and collective stock dynamics: intra-day seasonalities
R Allez, JP Bouchaud
New Journal of Physics 13 (2), 025010, 2011
602011
Lognormal-scale invariant random measures
R Allez, R Rhodes, V Vargas
Probability Theory and Related Fields 155 (3-4), 751-788, 2013
522013
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
502011
From Sine kernel to Poisson statistics
R Allez, L Dumaz
292014
Eigenvector dynamics under free addition
R Allez, JP Bouchaud
arXiv preprint arXiv:1301.4939, 2013
272013
Index distribution of the Ginibre ensemble
R Allez, J Touboul, G Wainrib
Journal of Physics A: Mathematical and Theoretical 47 (4), 042001, 2014
232014
A diffusive matrix model for invariant -ensembles
R Allez, A Guionnet
212013
The eigenvectors of Gaussian matrices with an external source
R Allez, J Bun, JP Bouchaud
arXiv preprint arXiv:1412.7108, 2014
192014
Tracy–Widom at high temperature
R Allez, L Dumaz
Journal of Statistical Physics 156, 1146-1183, 2014
182014
Random matrices in non-confining potentials
R Allez, L Dumaz
Journal of Statistical Physics 160, 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
Doctoral dissertation, Paris 9, 2012
12012
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
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