94 citations · 324 across the 60 of their papers we have counts for
63 papers
Cauchy laws for zeta logarithmic derivatives and stationary Stieltjes transforms
Joseph Najnudel, Ashkan Nikeghbali
We prove an unconditional Cauchy limit for a symmetrically truncated Stieltjes transform of the projected ordinates of the zeros of the Riemann zeta function. A suitable normalizat…
Mod-Poisson approximation schemes: Applications to credit risk
Pierre-Loïc Méliot, Ashkan Nikeghbali, Gabriele Visentin
We introduce a new numerical approximation method for functionals of factor credit portfolio models based on the theory of mod- convergence and mod- approximation schemes. Th…
Mod-Poisson approximation schemes and higher-order Chen-Stein inequalities
Pierre-Loïc Méliot, Ashkan Nikeghbali, Gabriele Visentin
In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables i…
Asymptotics of the major index of a random standard tableau
Pierre-Loïc Méliot, Ashkan Nikeghbali
In this article, we establish the mod- convergence of the major index of a uniform random standard tableau whose shape converges in the Thoma simplex. This implies various proba…
Gaussian approximations for random vectors
Pierre-Loïc Méliot, Ashkan Nikeghbali
We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space ) which converge after normalization to a multid…
On the precise deviations of the characteristic polynomial of a random matrix
Pierre-Loïc Méliot, Ashkan Nikeghbali
In this paper, using techniques developed in our earlier works on the theory of mod-Gaussian convergence, we prove precise moderate and large deviation results for the logarithm of…