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- Université Toulouse III - Paul SabatierFR936 papers
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9 papers · 2 filters
Schauder estimates for equations associated with Lévy generators
Franziska Kühn
We study the regularity of solutions to the integro-differential equation associated with the infinitesimal generator of a Lévy process. We show that gradient estimat…
Sum rules and large deviations for spectral matrix measures in the Jacobi ensemble
Fabrice Gamboa, Jan Nagel, Alain Rouault
We continue to explore the connections between large deviations for objects coming from random matrix theory and sum rules. This connection was established in [17] for spectral mea…
Spiking and collapsing in large noise limits of SDEs
Cédric Bernardin, Raphaël Chetrite, Reda Chhaibi +2
We analyze the strong noise limit of one-dimensional stochastic differential equations (SDEs). Our initial motivation comes from continuous measurements of open quantum systems. In…
A probabilistic proof of Schoenberg's theorem
Franziska Kühn, René L. Schilling
Assume that , , is for every dimension the characteristic function of an infinitely divisible random variable . By a classical res…
Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices
Mireille Capitaine, Catherine Donati-Martin
In this paper, we investigate the fluctuations of a unit eigenvector associated to an outlier in the spectrum of a spiked complex Deformed Wigner matrix : $M_N =W_…
Patterson-Sullivan measures for point processes and the reconstruction of harmonic functions
Alexander I. Bufetov, Yanqi Qiu
The Patterson-Sullivan construction is proved almost surely to recover every harmonic function in a certain Banach space from its values on the zero set of a Gaussian analytic func…