7 citations · 23 across the 9 of their papers we have counts for
9 papers
Dimension Results for the Spectral Measure of the Circular Beta Ensembles
Tom Alberts, Raoul Normand
We study the dimension properties of the spectral measure of the Circular -Ensembles. For it it was previously shown by Simon that the spectral measure is almost surel…
Self-organized criticality in a discrete model for Smoluchowski's equation with limited aggregations
Mathieu Merle, Raoul Normand
We introduce and study a discrete random model for Smoluchowski's equation with limited aggregations. The latter is a model of coagulation introduced by Bertoin which may exhibit g…
Local times in a Brownian excursion
Krishna B. Athreya, Raoul Normand, Vivekananda Roy +1
Let be a standard Brownian motion in . Let be the first return time to 0 after hitting 1, and be the local time…
Self-organized criticality in a discrete model for Smoluchowski's equation
Mathieu Merle, Raoul Normand
We study a discrete model of coagulation, involving a large number of particles. Pairs of particles are given i.i.d exponential clocks with parameter . When a clock rings,…
Variance reduction for diffusions
Chii-Ruey Hwang, Raoul Normand, Sheng-Jhih Wu
The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target…
Random walks veering left
Raoul Normand, Bálint Virág
We study coupled random walks in the plane such that, at each step, the walks change direction by a uniform random angle plus an extra deterministic angle θ. We compute the Hausdor…