98 citations
- Psychiatric Medicine AssociatesUS5 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Laboratoire de Mathématiques Blaise PascalFR2 papers
- Université Paris 8FR2 papers
- Université Paris CitéFR2 papers
- Département de mathématiques et applicationsFR1 paper
- École Normale Supérieure de LyonFR1 paper
- École Normale Supérieure - PSLFR1 paper
- École Polytechnique Fédérale de LausanneCH1 paper
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR1 paper
- Institut National des Sciences Appliquées Rouen NormandieFR1 paper
- Laboratoire de Mathématiques de l'INSA de RouenFR1 paper
15 papers
A new REM conjecture
Gerard Ben Arous, Veronique Gayrard, Alexey Kuptsov
We introduce here a new universality conjecture for levels of random Hamiltonians, in the same spirit as the local REM conjecture made by S. Mertens and H. Bauke. We establish our…
An explicit Skorokhod embedding for functionals of Markovian excursions
Jan Obloj
We develop an explicit non-randomized solution to the Skorokhod embedding problem in an abstract setup of signed functionals of Markovian excursions. Our setting allows to solve th…
On some recent aspects of stochastic control and their applications
Huyen Pham
This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's…
Krein's Theory applied to fluctuations of Lévy processes
Sonia Fourati
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an elementary Markov chain. We exhibit a strong connection between this problem and Krei…
Valleys and the maximum local time for random walk in random environment
Amir Dembo, Nina Gantert, Yuval Peres +1
Let be the local time at for a recurrent one-dimensional random walk in random environment after steps, and consider the maximum . It is k…
Combinatorial rigidity for unicritical polynomials
Artur Avila, Jeremy Kahn, Mikhail Lyubich +1
We prove that any unicritical polynomial which is at most finitely renormalizable and has only repelling periodic points is combinatorially rigid. It implies t…