4 papers · 1 filter
The Yang-Mills measure on surfaces via Morse theory
Reda Chhaibi, Nguyen Viet Dang, Yannick Guedes Bonthonneau +2
We introduce a Morse theoretical approach to the construction of the Yang--Mills measure on the space of connections of a compact Riemannian surface. This provides a direct continu…
Matsumoto-Yor processes on Jordan algebras
Reda Chhaibi, Manon Defosseux
The process , where is a real Brownian motion, is known as the geometric 2M-X Matsumoto--Yor process. Remarkably, it enjoys the Markov…
On the circle, Gaussian Multiplicative Chaos and Beta Ensembles match exactly
Reda Chhaibi, Joseph Najnudel
We identify an equality between two objects arising from different contexts of mathematical physics: Kahane's Gaussian Multiplicative Chaos () on the circle, and the Circul…
To spike or not to spike: the whims of the Wonham filter in the strong noise regime
Cédric Bernardin, Reda Chhaibi, Joseph Najnudel +1
We study the celebrated Shiryaev-Wonham filter (1964) in its historical setup where the hidden Markov jump process has two states. We are interested in the weak noise regime for th…