77 citations · 222 across the 43 of their papers we have counts for
4 papers · 1 filter
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.…
Limit fluctuations of stationary measure of totally asymmetric simple exclusion process with open boundaries on the coexistence line
Włodzimierz Bryc, Joseph Najnudel, Yizao Wang
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…
Anti-concentration applied to roots of randomized derivatives of polynomials
André Galligo, Joseph Najnudel, Truong Vu
Let be a random set of points and let be its \emph{empirical measure}: Let $$P_n(z) := (z -…
An arbitrage driven price dynamics of Automated Market Makers in the presence of fees
Joseph Najnudel, Shen-Ning Tung, Kazutoshi Yamazaki +1
We present a model for price dynamics in the Automated Market Makers (AMM) setting. Within this framework, we propose a reference market price following a geometric Brownian motion…