2 citations
- Collège de FranceFR4 papers
- Centre de Recherche en Mathématiques de la DécisionFR3 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR2 papers
- CERMICSFR2 papers
- École PolytechniqueFR2 papers
- Laboratoire Analyse, Géométrie et ApplicationsFR1 paper
- Laboratoire de Mathématiques d'OrsayFR1 paper
- Université Paris Dauphine-PSLFR1 paper
- Université Paris Sciences et LettresFR1 paper
- University of BristolGB1 paper
8 papers
Non-linear Stegall's lemma and general Hamilton-Jacobi-Bellman equations on Wasserstein spaces
Charles Bertucci, Pierre-Louis Lions
We present a comparison principle for unbounded viscosity solutions to Hamilton-Jacobi equations on Wasserstein spaces of probability measures over . In addition to the use o…
Gaussian measure on the dual of , random partitions, and topological expansion of the partition function
Thibaut Lemoine, Mylène Maïda
We study a Gaussian measure with parameter on the dual of the unitary group of size : we prove that a random highest weight under this measure is the coupling of two…
Spectral gap of random hyperbolic surfaces
Nalini Anantharaman, Laura Monk
Let be a closed, connected, oriented surface of genus , with a hyperbolic metric chosen at random according to the Weil--Petersson measure on the moduli space of Riemannian…
On Lipschitz solutions of mean field games master equations
Charles Bertucci, Jean-Michel Lasry, Pierre-Louis Lions
We develop a theory of existence and uniqueness of solutions of MFG master equations when the initial condition is Lipschitz continuous. Namely, we show that as long as the solutio…
A Spectral Dominance Approach to Large Random Matrices
Charles Bertucci, Mérouane Debbah, Jean-Michel Lasry +1
This paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call "spectral dominance…
On correctors for linear elliptic homogenization in the presence of local defects
Xavier Blanc, C. Le Bris, P. -L Lions
We consider the corrector equation associated, in homogenization theory , to a linear second-order elliptic equation in divergence form --i(aijju) = f , when th…