papers
Publications (17)
math.PR2015
Eigenvector dynamics under free addition
Romain Allez, Jean-Philippe Bouchaud
q-fin.ST2011
Principal Regression Analysis and the index leverage effect
Pierre-Alain Reigneron, Romain Allez, Jean-Philippe Bouchaud
cond-mat.stat-mech2012
Invariant $β$-Wishart ensembles, crossover densities and asymptotic corrections to the Marchenko-Pastur law
Romain Allez, Jean-Philippe Bouchaud, Satya N. Majumdar +1
math.PR2012
A diffusive matrix model for invariant $β$-ensembles
Romain Allez, Alice Guionnet
q-fin.ST2010
Individual and collective stock dynamics: intra-day seasonalities
Romain Allez, Jean-Philippe Bouchaud
math.PR2014
Random matrices in non-confining potentials
Romain Allez, Laure Dumaz
math.PR2015
The continuous Anderson hamiltonian in dimension two
Romain Allez, Khalil Chouk
cond-mat.stat-mech2011
Eigenvector dynamics: theory and some applications
Romain Allez, Jean-Philippe Bouchaud
cond-mat.stat-mech2016
Rotational invariant estimator for general noisy matrices
Joël Bun, Romain Allez, Jean-Philippe Bouchaud +1
math.PR2012
Invariant $β$-ensembles and the Gauss-Wigner crossover
Romain Allez, Jean-Philippe Bouchaud, Alice Guionnet
math.PR2014
Tracy-Widom at high temperature
Romain Allez, Laure Dumaz
cond-mat.stat-mech2012
Eigenvector dynamics: general theory and some applications
Romain Allez, Jean-Philippe Bouchaud
math.PR2012
Lognormal scale invariant random measures
Romain Allez, Rémi Rhodes, Vincent Vargas
math.PR2012
Marchenko Pastur type theorem for independent MRW processes: convergence of the empirical spectral measure
Romain Allez, Rémi Rhodes, Vincent Vargas
math.PR2014
Index Distribution of the Ginibre Ensemble
Romain Allez, Jonathan Touboul, Gilles Wainrib
math.PR2015
The eigenvectors of Gaussian matrices with an external source
Romain Allez, Joël Bun, Jean-Philippe Bouchaud
math.PR2014
From Sine kernel to Poisson statistics
Romain Allez, Laure Dumaz