44 citations · 166 across the 16 of their papers we have counts for
6 papers · 1 filter
A Theory of Intermittency Differentiation of 1D Infinitely Divisible Multiplicative Chaos Measures
Dmitry Ostrovsky
A theory of intermittency differentiation is developed for a general class of 1D Infinitely Divisible Multiplicative Chaos measures. The intermittency invariance of the underlying…
Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
Gaultier Lambert, Dmitry Ostrovsky, Nick Simm
For an random unitary matrix , we consider the random field defined by counting the number of eigenvalues of in a mesoscopic arc of the unit circle, regular…
A Note on Moments of Limit Log Infinitely Divisible Stochastic Measures of Bacry and Muzy
Dmitry Ostrovsky
A multiple integral representation of single and joint moments of the total mass of the limit log-infinitely divisible stochastic measure of Bacry and Muzy [$\textit{Comm. Math. Ph…
A Theory of Intermittency Renormalization of Gaussian Multiplicative Chaos Measures
Dmitry Ostrovsky
A theory of intermittency differentiation is developed for a general class of Gaussian Multiplicative Chaos measures including the measure of Bacry and Muzy on the interval and cir…
Structure-Blind Signal Recovery
Dmitry Ostrovsky, Zaid Harchaoui, Anatoli Juditsky +1
We consider the problem of recovering a signal observed in Gaussian noise. If the set of signals is convex and compact, and can be specified beforehand, one can use classical linea…
On Barnes Beta Distributions and Applications to the Maximum Distribution of the 2D Gaussian Free Field
Dmitry Ostrovsky
A new family of Barnes beta distributions on is introduced and its infinite divisibility, moment determinacy, scaling, and factorization properties are established. T…