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researcher

A. Nikeghbali

24 papers hereh-index 262.6k citations112 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author7
  • first author6
  • middle author5
  • last author6

Across the 24 of 24 papers where every author was matched, so the position is known.

fields
  • math.PR23
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20042013
most citedDefault times, non arbitrage conditions and change of probability measures

15 citations · 35 across the 18 of their papers we have counts for

collaborators
Showing 2013Show all

3 papers · 1 filter

math.PR2013

Limit theorems for orthogonal polynomials related to circular ensembles

Joseph Najnudel, Ashkan Nikeghbali, Alain Rouault

For a natural extension of the circular unitary ensemble of order n, we study as n tends to infinity, the asymptotic behavior of the sequence of orthogonal polynomials with respect…

math.PR2013★ 7 cited

Large cycles and a functional central limit theorem for generalized weighted random permutations

Ashkan Nikeghbali, Julia Storm, Dirk Zeindler

The objects of our interest are the so-called A-permutations, which are permutations whose cycle length lie in a fixed set A. They have been extensively studied with respect to…

math.PR2013★ 1 cited

On the number of zeros of linear combinations of independent characteristic polynomials of random unitary matrices

Yacine Barhoumi, Chris Hughes, Joseph Najnudel +1

We show that almost all the zeros of any finite linear combination of independent characteristic polynomials of random unitary matrices lie on the unit circle. This result is the r…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.