2 citations · 2 across the 4 of their papers we have counts for
4 papers
A generalization of Doob's maximal identity
Ashkan Nikeghbali
In this paper, using martingale techniques, we prove a generalization of Doob's maximal identity in the setting of continuous nonnegative local submartingales of the form…
Filtrations
Delia Coculescu, Ashkan Nikeghbali
In this article, we define the notion of a filtration and then give the basic theorems on initial and progressive enlargements of filtrations.
The barnes G function and its relations with sums and products of generalized Gamma convolution variables
Ashkan Nikeghbali, Marc Yor
We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keat…
The characteristic polynomial of a random unitary matrix: a probabilistic approach
Paul Bourgade, Chris Hughes, Ashkan Nikeghbali +1
In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a rando…