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
99 2016 Invariant beta ensembles and the Gauss-Wigner crossover R Allez, JP Bouchaud, A Guionnet
Physical review letters 109 (9), 094102, 2012
88 2012 The continuous Anderson hamiltonian in dimension two R Allez, K Chouk
arXiv preprint arXiv:1511.02718, 2015
83 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
72 2012 Individual and collective stock dynamics: intra-day seasonalities R Allez, JP Bouchaud
New Journal of Physics 13 (2), 025010, 2011
64 2011 Eigenvector dynamics: general theory and some applications R Allez, JP Bouchaud
Physical Review E 86 (4), 046202, 2012
61 2012 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
52 2011 Lognormal-scale invariant random measures R Allez, R Rhodes, V Vargas
Probability Theory and Related Fields 155 (3), 751-788, 2013
49 * 2013 Eigenvector dynamics under free addition R Allez, JP Bouchaud
arXiv preprint arXiv:1301.4939, 2013
35 2013 From sine kernel to Poisson statistics R Allez, L Dumaz
33 2014 A diffusive matrix model for invariant -ensembles R Allez, A Guionnet
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
26 2014 The eigenvectors of Gaussian matrices with an external source R Allez, J Bun, JP Bouchaud
arXiv preprint arXiv:1412.7108, 2014
21 2014 Tracy–Widom at high temperature R Allez, L Dumaz
Journal of Statistical Physics 156, 1146-1183, 2014
21 2014 Random matrices in non-confining potentials R Allez, L Dumaz
Journal of Statistical Physics 160, 681-714, 2015
7 2015 The continuous Anderson hamiltonian in dimension two. ArXiv e-prints (2015) R Allez, K Chouk
arXiv preprint arXiv:1511.02718, 0
6 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