77 citations · 222 across the 43 of their papers we have counts for
Showing 2018 · math.PRShow all
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math.PR2018★ 11 cited
Spiking and collapsing in large noise limits of SDEs
Cédric Bernardin, Raphaël Chetrite, Reda Chhaibi +2
We analyze the strong noise limit of one-dimensional stochastic differential equations (SDEs). Our initial motivation comes from continuous measurements of open quantum systems. In…
math.PR2018
Eigenvector convergence for minors of unitarily invariant infinite random matrices
Joseph Najnudel
Pickrell has fully characterized the unitarily invariant probability measures on infinite Hermitian matrices, and an alternative proof of this classification has been found by Olsh…
math.PR2018★ 9 cited
Rigidity of the process
Reda Chhaibi, Joseph Najnudel
We show that the point process, defined as the scaling limit of the Circular Beta Ensemble when the dimension goes to infinity, and generalizing the determi…