233 citations · 2.2k across the 43 of their papers we have counts for
13 papers · 1 filter
Large Deviations of the Maximum Eigenvalue for Wishart and Gaussian Random Matrices
Satya N. Majumdar, Massimo Vergassola
We present a simple Coulomb gas method to calculate analytically the probability of rare events where the maximum eigenvalue of a random matrix is much larger than its typical valu…
Statistical Properties of the Final State in One-dimensional Ballistic Aggregation
Satya N. Majumdar, Kirone Mallick, Sanjib Sabhapandit
We investigate the long time behaviour of the one-dimensional ballistic aggregation model that represents a sticky gas of N particles with random initial positions and velocities,…
Asymptotic behavior of self-affine processes in semi-infinite domains
Andrea Zoia, Alberto Rosso, Satya N. Majumdar
We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an a…
Optimal Time to Sell a Stock in Black-Scholes Model: Comment on "Thou shall buy and hold", by A. Shiryaev, Z. Xu and X.Y. Zhou
Satya N. Majumdar, Jean-Philippe Bouchaud
We reconsider the problem of optimal time to sell a stock studied recently by Shiryaev, Xu and Zhou using path integral methods. This method allows us to confirm the results obtain…
Distributions of Conductance and Shot Noise and Associated Phase Transitions
Pierpaolo Vivo, Satya N. Majumdar, Oriol Bohigas
For a chaotic cavity with two indentical leads each supporting N channels, we compute analytically, for large N, the full distribution of the conductance and the shot noise power a…
Exact distribution of the maximal height of p vicious walkers
Gregory Schehr, Satya N. Majumdar, Alain Comtet +1
Using path integral techniques, we compute exactly the distribution of the maximal height H_p of p nonintersecting Brownian walkers over a unit time interval in one dimension, both…