421 citations
- Université Paris CitéFR89 papers
- Centre National de la Recherche ScientifiqueFR73 papers
- Sorbonne UniversitéFR66 papers
- Centre de Mathématiques Laurent SchwartzFR11 papers
- École PolytechniqueFR11 papers
- Université Paris-SudFR10 papers
- Délégation Paris 7FR8 papers
- Laboratoire de Mathématiques Blaise PascalFR8 papers
- Institut Camille JordanFR7 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR7 papers
- Institut FourierFR6 papers
- Laboratoire Kastler BrosselFR6 papers
39 papers · 1 filter
Estimation of volatility functionals: the case of a square root n window
Jean Jacod, Mathieu Rosenbaum
We consider a multidimensional Ito semimartingale regularly sampled on [0,t] at high frequency 1/Δ_n, with Δ_n going to zero. The goal of this paper is to provide an estimator for…
C-vectors and dimension vectors for cluster-finite quivers
Alfredo Nájera Chávez
Let be a quiver with a non degenerate potential. We give a new description of the \textbf{c}-vectors of . We use it to show that, if is mutation equivalent to a Dynk…
Groups and fields with NTP2
Artem Chernikov, Itay Kaplan, Pierre Simon
NTP2 is a large class of first-order theories defined by Shelah and generalizing simple and NIP theories. Algebraic examples of NTP2 structures are given by ultra-products of p-adi…
Analytical and numerical study of uncorrelated disorder on a honeycomb lattice
Kean Loon Lee, Benoît Grémaud, Christian Miniatura +1
We consider a tight-binding model on the regular honeycomb lattice with uncorrelated on-site disorder. We use two independent methods (recursive Green's function and self-consisten…
Ising n-fold integrals as diagonals of rational functions and integrality of series expansions: integrality versus modularity
A. Bostan, S. Boukraa, G. Christol +2
We show that the n-fold integrals of the magnetic susceptibility of the Ising model, as well as various other n-fold integrals of the "Ising class", or n-fold integrals f…
Subsets of Products of Finite Sets of Positive Upper Density
Stevo Todorcevic, Konstantinos Tyros
In this note we prove that for every sequence of positive integers and for every real there is a sequence of positive integers such that for…