T. Assiotis

activity

20162026

most citedInterlacing Diffusions

14 citations · 62 across the 27 of their papers we have counts for

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Showing 2021 · math.PRShow all

2 papers · 2 filters

math.PR2021★ 9 cited

Convergence and an explicit formula for the joint moments of the Circular Jacobi $β$ -Ensemble characteristic polynomial

Theodoros Assiotis, Mustafa Alper Gunes, Arun Soor

The problem of convergence of the joint moments, which depend on two parameters $s$ and $h$ , of the characteristic polynomial of a random Haar-distributed unitary matrix and its de…

math.PR2021

On the singular values of complex matrix Brownian motion with a matrix drift

Theodoros Assiotis

Let $M a t_{C} (K, N)$ be the space of $K \times N$ complex matrices. Let $B_{t}$ be Brownian motion on $M a t_{C} (K, N)$ starting from the zero matrix and $\mathb…

Convergence and an explicit formula for the joint moments of the Circular Jacobi β-Ensemble characteristic polynomial

On the singular values of complex matrix Brownian motion with a matrix drift

Convergence and an explicit formula for the joint moments of the Circular Jacobi $β$ -Ensemble characteristic polynomial