7 papers · 1 filter
Moments of CE field partition function, correlations and stochastic zeta
Theodoros Assiotis, Joseph Najnudel
We prove a conjecture of Fyodorov and Keating on the supercritical moments of the partition function of the CE field or equivalently the supercritical moments of moments of the…
Limit fluctuations of stationary measure of totally asymmetric simple exclusion process with open boundaries on the coexistence line
WÅodzimierz Bryc, Włodzimierz Bryc, Joseph Najnudel +1
We describe limit fluctuations of the height function for the open TASEP on the coexistence line under the stationary measure. It is known that the height function satisfies a law…
On the circle, Gaussian Multiplicative Chaos and Beta Ensembles match exactly
Reda Chhaibi, Joseph Najnudel
We identify an equality between two objects arising from different contexts of mathematical physics: Kahane's Gaussian Multiplicative Chaos () on the circle, and the Circul…
Convergence of random holomorphic functions with real zeros and extensions of the stochastic zeta function
Joseph Najnudel, Ashkan Nikeghbali
In this article, we provide a unified framework for studying the convergence of rescaled characteristic polynomials of random matrices from various classical ensembles as well as f…
To spike or not to spike: the whims of the Wonham filter in the strong noise regime
Cédric Bernardin, Reda Chhaibi, Joseph Najnudel +1
We study the celebrated Shiryaev-Wonham filter (1964) in its historical setup where the hidden Markov jump process has two states. We are interested in the weak noise regime for th…
Subcritical multiplicative chaos and the characteristic polynomial of the CE
Gaultier Lambert, Joseph Najnudel
The goal of this article is to expand on the relationship between random matrix and multiplicative chaos theories using the integrability properties of the circular beta-ensembles.…