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math.AP2018★ 5 cited
The Dyson and Coulomb games
René Carmona, Mark Cerenzia, Aaron Zeff Palmer
We introduce and investigate certain player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that t…
math.AP2002
Asymptotics for the almost sure Lyapunov Exponent for the solution of the parabolic Anderson problem
R. Carmona, L. Koralov, S. Molchanov
We find the asymptotics for the almost sure Lyapunov exponent for the solution of the parabolic Anderson problem as the molecular diffusivity tends to zero.