5 citations · 9 across the 4 of their papers we have counts for
6 papers
Characterizations of the generalized inverse Gaussian, asymmetric Laplace, and shifted (truncated) exponential laws via independence properties
Kevin B. Bao, Christian Noack
We prove three new characterizations of the generalized inverse Gaussian (GIG), asymmetric Laplace (AL), shifted exponential (sExp) and shifted truncated exponential (stExp) distri…
KPZ-type fluctuation exponents for interacting diffusions in equilibrium
Benjamin Landon, Christian Noack, Philippe Sosoe
We consider systems of diffusions in equilibrium interacting through a potential . We study a "height function" which for the special choice $V(x) = \e^{-x}$, coincides with…
Concentration for integrable directed polymer models
Christian Noack, Philippe Sosoe
In this paper, we consider four integrable models of directed polymers for which the free energy is known to exhibit KPZ fluctuations. A common framework for the analysis of these…
Central moments of the free energy of the O'Connell-Yor polymer
Christian Noack, Philippe Sosoe
Seppäläinen and Valkó showed in \cite{SV} that for a suitable choice of parameters, the variance growth of the free energy of the stationary O'Connell-Yor polymer is governed by th…
Fluctuation exponents for stationary exactly solvable lattice polymer models via a Mellin transform framework
Hans Chaumont, Christian Noack
We develop a Mellin transform framework which allows us to simultaneously analyze the four known exactly solvable 1+1 dimensional lattice polymer models: the log-gamma, strict-weak…
Characterizing stationary 1+1 dimensional lattice polymer models
Hans Chaumont, Christian Noack
Motivated by the study of directed polymer models with random weights on the square integer lattice, we define an integrability property shared by the log-gamma, strict-weak, beta,…