Adrien Hardy

Mathematician, Associate professor at Université de Lille, France.

I'm a mathematician, interested in random and complex interacting systems.

Actually on leave at Qube Research and Technology (Paris).

My research interests lie principally in understanding large random interacting particle systems, including random matrix models, determinantal point processes, or Gibbs measures such as the Coulomb gas. More recently, I became interested in using such models for applications (numerical integration, machine learning & AI, signal processing, telecomunications, finance...).

Member of the INRIA team PARADYSE.
Member of the ANR JCJC BoB and the ERC StG BlackJack (PI: Rémi Bardenet).

Spherical GAF realization (picture)

Publications

See also [Google Scholar, MathSciNet, ArXiv]


Some thoughts on the most elementary probability result for applications that is still puzzlig me: the law of large numbers.


  1. CLT for circular beta-Ensembles at high temperature
    with Gaultier Lambert. Preprint (2019) [arXiv]

  2. Mutual information of wireless channels and block-Jacobi ergodic operators
    with Walid Hachem, Shlomo Shamai. IEEE Transactions on Information Theory (2019) [arXiv, I3EIT]

  3. DLR equations and rigidity for the Sine-beta process
    with David Dereudre, Thomas Leblé, Mylène Maïda. Preprint (2018), to appear in Communications on Pure and Applied Mathematics [arXiv]

  4. Time-frequency transforms of white noises and Gaussian analytic functions
    with Rémi Bardenet. Applied and Computational Harmonic Analysis (2019) [arXiv, ACHA]

  5. Energy of the Coulomb gas on the sphere at low temperature
    with Carlos Beltrán. Archive for Rational Mechanics and Analysis (2018) [arXiv, ARMA]

  6. Polynomial ensembles and recurrence coefficients
    Constructive Approximation (2018) [arXiv, CA]

  7. Concentration for Coulomb gases and Coulomb transport inequalities
    with Djalil Chafaï, Mylène Maïda. Journal of Functional Analysis (2018) [arXiv, JFA]

  8. Monte Carlo with determinantal point processes
    with Rémi Bardenet. Annals of Applied Probability (2019) [arXiv, AAP]

  9. A survey on the eigenvalues local behavior of large complex correlated Wishart matrices
    with Walid Hachem, Jamal Najim. ESAIM: Proceedings and surveys (2015) [arXiv, ESAIM]

  10. Large complex correlated Wishart matrices: The Pearcey kernel and expansion at the hard edge
    with Walid Hachem, Jamal Najim. Electronic Journal of Probability (2016) [arXiv, EJP]

  11. Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges
    with Walid Hachem, Jamal Najim. Annals of Probability (2016) [arXiv, AOP]

  12. Average characteristic polynomials of determinantal point processes
    Annales de l'Institut Henri Poincaré - Probabilités et Statistiques (2015) [arXiv, AIHP]

  13. Large deviations for a non-centered Wishart matrix
    with Arno Kuijlaars. Random Matrices: Theory and Applications (2013) [arXiv, RMTA]

  14. A note on large deviations for 2D Coulomb gas with weakly confining potential
    Electronic Communications in Probability (2012) [arXiv, ECP]

  15. Weakly admissible vector equilibrium problems
    with Arno Kuijlaars. Journal of Approximation Theory (2012) [arXiv, JAT]

Conference proceedings and other publications:

  • A correspondence between zeros of time-frequency transforms and Gaussian analytic functions
    with Rémi Bardenet, Pierre Chainais, Julien Flamant. 13th International conference on sampling theory and applications, SampTA 2019, Aug 2019, Bordeaux, France (2018) [HAL]

  • Processus ponctuels déterminantaux
    with Mylène Maïda. Gazette des Mathématiciens (2018) [SMF]
    An english version has also been published in the Newsletter of the EMS [EMS]

  • From random matrices to Monte Carlo integration via Gaussian quadrature
    with Rémi Bardenet. IEEE Statistical Signal processing workshop, 2018, Freiburg, Germany (2018) [HAL]

Teaching

Courses (mainly in french):

  • (2019-2020) Concentration de la mesure et applications , M2 Recherche [Cours+TD]

  • (2019-2020) Chaînes de Markov et applications, M2 Ingénierie Statistique et Numérique [Cours+TP Python]

  • (2019-2020) Probabilités discrètes, L2 Math [TD]

  • (2018-2020) Probabilité, modèles et applications, M1 Ingénierie mathématique [Cours+TD]

  • (2017-2020) Séries temporelles, M1 Mathématiques pour la finance [Cours]

  • (2016-2020) Séries temporelles, M1 Mathématiques pour la finance [TP Python]

  • (2016-2018) Introduction to statistics, Ecole centrale de Lille, M1 Biomedical engineering[cours+TP R]

  • (2016-2018) Introduction aux processus ponctuels déterminantaux, M2 Recherche [Cours+TD]

  • (2015-2018) Traitement informatique de la statistique des données, M1 Ingénierie mathématique [cours+TP R et SAS]

  • (2015-2017) Mathématiques de base, L1 SVTE parcours aménagé [cours+TD]

  • (2015-2016) TD Mathématiques (analyse, algèbre, probabilités), Télécom Lille


PhD student: Mohamed Slim Kammoun (2017-), with Mylène Maïda.

Internship students: Imen Kerkeni (2018, Ecole Centrale Lille), Elvis Jourdant (2018, ENS Paris-Saclay).

Curriculum

Since September 2020, I am on leave (en disponibilité) to work as a quantitative researcher at Qube Research and Technology (Paris).

Since September 2015, I am Maître de conférences (~Associate professor) in the Laboratoire Paul Painlevé, which is the mathematic department of the University of Lille.

During 2013-2015, I had a postdoctoral position at the Royal Institute of Technology (KTH) in the research team of Kurt Johansson.

In June 2013, I obtained a joint PhD degree (see the thesis) from KU Leuven, supervised by Arno Kuijlaars, and the Institut de Mathématiques de Toulouse, supervised by Michel Ledoux.

Before that, I studied in the Magistère de mathématiques de Strasbourg, including a Bachelor thesis with Janos Polonyi on quantum physics' axioms, a Magistère thesis with Jean-Bernard Zuber on quantum integrable systems (internship at the Laboratoire de Physique Théorique et Hautes Energies de Jussieu), and a Master thesis with Pierre van Moerbeke on random matrices and tillings (Erasmus exchange program with the Université Catholique de Louvain).

Miscellaneous

Scientific places I like to visit:

Libres pensées d'un mathématicien ordinaire (Djalil Chafaï's math Blog)

What's new (Terence Tao's math Blog)

Freakonometrics (Arthur Charpentier's math Blog)

Quanta Magazine (general science blog from the Simons Foundation)

Science étonnante (general science Youtube channel by David Louapre)

Heu?reka (economy & finance Youtube channel by Gilles Mitteau)

The mathematician's survival kit:

Digital Library of Mathematical Functions

The On-Line Encyclopedia of Integer Sequences

Wikipedia

Math Overflow (research level math questions)

Math Stackexchange (student level math questions)

Contact

Email: adrien.hardy[you_know_what]univ-lille.fr