77 citations · 157 across the 35 of their papers we have counts for
4 papers · 2 filters
The Circular Unitary Ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios
Reda Chhaibi, Joseph Najnudel, Ashkan Nikeghbali
We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which…
A note on a Poissonian functional and a -deformed Dufresne identity
Reda Chhaibi
In this note, we compute the Mellin transform of a Poissonian exponential functional, the underlying process being a simple continuous time random walk. It shows that the Poissonia…
Beta-gamma algebra identities and Lie-theoretic exponential functionals of Brownian motion
Reda Chhaibi
We explicitly compute the exit law of a certain hypoelliptic Brownian motion on a solvable Lie group. The underlying random variable can be seen as a multidimensional exponential f…
A limiting random analytic function related to the CUE
Reda Chhaibi, Joseph Najnudel, Ashkan Nikeghbali
We show in this paper that, when properly rescaled in time and in space, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic funct…