228 citations
- Tunis UniversityTN152 papers
- Centre National de la Recherche ScientifiqueFR129 papers
- Université Paris-SaclayFR95 papers
- University of WarsawPL90 papers
- Centro de Investigaciones Energéticas, Medioambientales y TecnológicasES89 papers
- Rutgers, The State University of New JerseyUS89 papers
- UCLouvainBE89 papers
- Institute of Nuclear Physics of LyonFR88 papers
- Ruđer Bošković InstituteHR88 papers
- South China Normal UniversityCN88 papers
- Sungkyunkwan UniversityKR88 papers
- Universidad Autónoma de MadridES88 papers
5 papers · 2 filters
Inverse of the flow and moments of the free Jacobi process associated with a single projection
Nizar Demni, Tarek Hamdi
This paper is a companion to a series of papers devoted to the study of the spectral distribution of the free Jacobi process associated with a single projection. Actually, we notic…
Windings of planar processes, Exponential Functionals and Asian options
Wissem Jedidi, Stavros Vakeroudis
Motivated by a common Mathematical Finance topic, we discuss the reciprocal of the exit time from a cone of planar Brownian motion which also corresponds to the exponential functio…
A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve
Alexander Iksanov, Wissem Jedidi, Fethi Bouzeffour
The Bernoulli sieve is an infinite occupancy scheme obtained by allocating the points of a uniform sample over an infinite collection of intervals made up by successive pos…
Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization
Atef Lechiheb, Ivan Nourdin, Guangqu Zheng +1
This paper deals with the asymptotic behavior of random oscillatory integrals in the presence of long-range dependence. As a byproduct, we solve the corrector problem in random hom…
Mean Field Dynamics of a Network of Wilson-Cowan Neurons with Electrical Synapses
Jamil Salhi, James MacLaurin, Salwa Toumi
In this paper we prove the propagation of chaos property for an ensemble of interacting neurons subject to independent Brownian noise. The propagation of chaos property means that…