103 citations · 284 across the 24 of their papers we have counts for
5 papers · 1 filter
The barnes G function and its relations with sums and products of generalized Gamma convolution variables
Ashkan Nikeghbali, Marc Yor
We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keat…
Quasi-invariance properties of a class of subordinators
Max-K. Von Renesse, Marc Yor, Lorenzo Zambotti
We study absolute-continuity properties of a class of stochastic processes, including the gamma and the Dirichlet processes. We prove that the laws of a general class of non-linear…
The characteristic polynomial of a random unitary matrix: a probabilistic approach
Paul Bourgade, Chris Hughes, Ashkan Nikeghbali +1
In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a rando…
Burkholder's submartingales from a stochastic calculus perspective
Giovanni Peccati, Marc Yor
We provide a simple proof, as well as several generalizations, of a recent result by Davis and Suh, characterizing a class of continuous submartingales and supermartingales that ca…
Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders
Lancelot F. James, Marc Yor
We exhibit, in the form of some identities in law, some connections between tilted stable subordinators, time-changed by independent Gamma processes and the occupation times of Bes…