Evangelos A. Nikitopoulos

activity

20242026

collaborators

5 papers

math.FA2026

Lexicographic functional calculus and its application to functional calculus calculus

Evangelos A. Nikitopoulos

Let $A$ be a unital $C^{*}$ -algebra and $I$ be a symmetrically normed ideal of $A$ . I introduce and study lexicographic functional calculus (LFC), a kind of multivariate functional c…

q-fin.TR2026

Multidimensional stochastic liquidity in Kyle's model of informed trading

Ibrahim Ekren, Evangelos A. Nikitopoulos, Lu Vy

We develop a variational formulation of Kyle's model of informed trading that accommodates stochastic liquidity and multiple traded assets. The main equilibrium result is stated fi…

math.PR2026

Asymptotic expansion for transport maps between laws of multimatrix models

David Jekel, Evangelos A. Nikitopoulos, Félix Parraud

We study the large- $N$ behavior of random matrix tuples $Y^{N} = (Y_{1}^{N}, \dots, Y_{d}^{N})$ with joint density proportional to $e^{- N^{2} V}$ for some convex function $V$ in non-commuting va…

math.PR2025

Matrix Random Walks and the Lima Bean Law

Bruce K. Driver, Brian C. Hall, Ching Wei Ho +4

A matrix random walk is a stochastic process of the form $B_{k} = (I + A_{1}) \dots (I + A_{k})$ where $A_{j}$ are independent ``step'' matrices in $M_{N} (C)$ . With the right en…

math.NA2024

Using Linearized Optimal Transport to Predict the Evolution of Stochastic Particle Systems

Nicholas Karris, Evangelos A. Nikitopoulos, Ioannis G. Kevrekidis +2

We develop an Euler-type method to predict the evolution of a time-dependent probability measure without explicitly learning an operator that governs its evolution. We use lineariz…