8 papers
Improved upper bounds for the Hot Spots constant of Lipschitz domains
Phanuel Mariano, Hugo Panzo, Jing Wang
The Hot Spots constant for bounded smooth domains was recently introduced by Steinerberger (2021) as a means to control the global extrema of the first nontrivial eigenfunction of…
CLT with explicit variance for products of random singular matrices related to Hill's equation
Phanuel Mariano, Hugo Panzo
We prove a central limit theorem (CLT) for the product of a class of random singular matrices related to a random Hill's equation studied by Adams$\unicode{x2013}$Bloch$\unicode{x2…
Conformal Skorokhod embeddings and related extremal problems
Phanuel Mariano, Hugo Panzo
The conformal Skorokhod embedding problem (CSEP) is a planar variant of the classical problem where the solution is now a simply connected domain whose exit ti…
On the Cheng-Yau gradient estimate for Carnot groups and sub-Riemannian manifolds
Fabrice Baudoin, Maria Gordina, Phanuel Mariano
In this note we show how results in \cite{BaudoinBonnefont2016, BaudoinGarofalo2013, CoulhonJiangKoskelaSikora2017} yield the Cheng-Yau estimate on two classes of sub-Riemannian ma…
Lyapunov exponent and variance in the CLT for products of random matrices related to random Fibonacci sequences
Rajeshwari Majumdar, Phanuel Mariano, Hugo Panzo +2
We consider three matrix models of order 2 with one random entry and the other three entries being deterministic. In the first model, we let $ε\sim\textrm{Bernoulli}\left(\frac…
The financial value of knowing the distribution of stock prices in discrete market models
Ayelet Amiran, Fabrice Baudoin, Skylyn Brock +5
An explicit formula is derived for the value of weak information in a discrete time model that works for a wide range of utility functions including the logarithmic and power utili…