77 citations · 222 across the 43 of their papers we have counts for
Showing 2014 · math.PRShow all
3 papers · 2 filters
math.PR2014
On sigma-finite measures related to the Martin boundary of recurrent Markov chains
Joseph Najnudel
In our monograph with B. Roynette and M. Yor, we construct a sigma-finite measure related to penalisations of different stochastic processes, including the Brownian motion in dimen…
math.PR2014★ 1 cited
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…
math.PR2014★ 3 cited
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…