activity
20182023
most citedOn the law of killed exponential functionals

7 citations · 18 across the 8 of their papers we have counts for

collaborators

8 papers

math.PR2023★ 1 cited

Fluctuation Moments for Regular Functions of Wigner Matrices

Jana Reker

We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to poly…

math.PR2023★ 1 cited

Multi-Point Functional Central Limit Theorem for Wigner Matrices

Jana Reker

Consider the random variable where is an Hermitian Wigner matrix, , and choose (possibly -dependent) reg…

math.PR2022

Dynamics of a rank-one multiplicative perturbation of a unitary matrix

Guillaume Dubach, Jana Reker

We provide a dynamical study of a model of multiplicative perturbation of a unitary matrix introduced by Fyodorov. In particular, we identify a flow of deterministic domains that b…

math.PR2021

On the operator norm of a Hermitian random matrix with correlated entries

Jana Reker

We consider a correlated Hermitian random matrix with a polynomially decaying metric correlation structure. By calculating the trace of the moments of the matrix and us…

math.PR2020★ 2 cited

Short-time behavior of solutions to Lévy-driven SDEs

Jana Reker

We consider solutions of Lévy-driven stochastic differential equations of the form , where the function is twice continuously di…

math.PR2020★ 7 cited

On the law of killed exponential functionals

Anita Behme, Alexander Lindner, Jana Reker

For two independent Lévy processes and and an exponentially distributed random variable with parameter that is independent of and , the killed exponential…

math.PR2019★ 2 cited

Continuity properties and the support of killed exponential functionals

Anita Behme, Alexander Lindner, Jana Reker +1

For two independent Lévy processes and and an exponentially distributed random variable with parameter , independent of and , the killed exponential functio…

math-ph2018★ 5 cited

Existence of Resonances for the Spin-Boson-Model with Critical Coupling Function

Jana Reker

A two-level atom coupled to the quantized radiation field is studied. In the physical relevant situation, the coupling function modeling the interaction between the two component b…