Evangelos A. Nikitopoulos

activity

20202026

C^{k}

functions and Fréchet derivatives of operator functions

5 citations · 16 across the 11 of their papers we have counts for

collaborators

Showing math.PRShow all

3 papers · 1 filter

math.PR2026

Noncommutative $L^{p}$ -integrators and stochastic differential equations in $L^{p}$

David A. Jekel, Todd A. Kemp, Evangelos A. Nikitopoulos

We propose a new framework for noncommutative stochastic integration in $L^{p}$ , inspired by Bichteler's notion of $L^{p}$ -integrators, that massively generalizes our previous theory o…

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…

Noncommutative Lp-integrators and stochastic differential equations in Lp

Asymptotic expansion for transport maps between laws of multimatrix models

Matrix Random Walks and the Lima Bean Law

Noncommutative $L^{p}$ -integrators and stochastic differential equations in $L^{p}$