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23 papers · 1 filter
Remarks on a constrained optimization problem for the Ginibre ensemble
Scott N. Armstrong, Sylvia Serfaty, Ofer Zeitouni
We study the limiting distribution of the eigenvalues of the Ginibre ensemble conditioned on the event that a certain proportion lie in a given region of the complex plane. Using a…
Chaos and Entropic Chaos in Kac's Model Without High Moments
Kleber Carrapatoso, Amit Einav
In this paper we present a new local Lévy Central Limit Theorem, showing convergence to stable states that are not necessarily the Gaussian, and use it to find new and intuitive en…
Discrete-time approximation of multidimensional BSDEs with oblique reflections
Jean-Francois Chassagneux, Romuald Elie, Idris Kharroubi
In this paper, we study the discrete-time approximation of multidimensional reflected BSDEs of the type of those presented by Hu and Tang [Probab. Theory Related Fields 147 (2010)…
Regularization by noise and stochastic Burgers equations
M. Gubinelli, M. Jara
We study a generalized 1d periodic SPDE of Burgers type: where , is the 1d Laplacian, is a space-time white…
The stable trees are nested
Nicolas Curien, Bénédicte Haas
We show that we can construct simultaneously all the stable trees as a nested family. More precisely, if we prove that hidden inside any a-stable we can find a…
Invariant -ensembles and the Gauss-Wigner crossover
Romain Allez, Jean-Philippe Bouchaud, Alice Guionnet
We define a new diffusive matrix model converging towards the -Dyson Brownian motion for all that provides an explicit construction of -ensembles of random matr…