Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Sparse and low-rank multivariate Hawkes processes.

Data-driven concentration, Hawkes processes, Low-Rank, Random matrices, Sparsity

Circular law for random matrices with unconditional log-concave distribution.

Concentration of measure, Convex bodies, Random Matrices, Spectral Analysis

Lecture notes on the circular law.

Circular law, Eigenvalues, Ginibre Ensemble, Non Hermitian matrices, Non Normal matrices, Random graphs, Random matrices, Singular values, Spectrum

Random polynomials, Coulomb gas, and random matrices.

Coulomb gas, Gaz de Coulomb, Grandes déviations, Large deviations, Matrices aléatoires, Polynômes aléatoires, Random matrices, Random polynomials

Coulomb gases under constraint: some theoretical and numerical results.

Conditioning, Constrained dynamics, Coulomb gases, Gibbs principle, Large deviations, Numerical simulation, Random matrices

From Boltzmann to random matrices and beyond.

Boltzmann, Central limit theorem, Circular law, Collective phenomena, Coulomb gas, Diffusion processes, Electrostatics, Entropy, Equilibrium measure, Fisher information, Free probability, Ginibre ensemble, Interacting Particle Systems, Large Deviations Principle, Markov processes, Mean-field interaction, Potential theory, Random matrices, Riesz kernel, Shannon, Singular repulsion, Voiculescu

Circular law for random matrices with exchangeable entries.

Combinatorial Central Limit Theorem, Concentration of measure, Exchangeable distributions, Random matrices, Random permutations, Smallest singular value, Spectral analysis

Spectrum of Markov Generators on Sparse Random Graphs.

Combinatorics, Free probability, Random graphs, Random matrices, Spectral Analysis

Circular law for random matrices with unconditional log-concave distribution.

Concentration of measure, Convex bodies, Random Matrices, Spectral Analysis

Seminar of Probability XLIX.

Diffusion processes, Large deviations, Martingale Theory, Quasi-stationary Distribution, Random Matrices, Stochastic processes