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Convergence of random holomorphic functions with real zeros and extensions of the stochastic zeta function
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2022
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Joseph Najnudel
Ashkan Nikeghbali
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On the precise deviations of the characteristic polynomial of a random matrix
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2022
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Pierre-Loïc Méliot
Ashkan Nikeghbali
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Universal approximation of credit portfolio losses using Restricted Boltzmann Machines
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2022
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Giuseppe Genovese
Ashkan Nikeghbali
N. Serra
Gabriele Visentin
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Gaussian approximations for random vectors
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2022
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Pierre-Loïc Méliot
Ashkan Nikeghbali
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Asymptotics of the major index of a random standard tableau
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2022
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Pierre-Loïc Méliot
Ashkan Nikeghbali
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Mod-Poisson approximation schemes and higher-order Chen-Stein inequalities
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2022
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Pierre-Loïc Méliot
Ashkan Nikeghbali
Gabriele Visentin
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Mod-Poisson approximation schemes: Applications to credit risk
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2022
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Pierre-Loïc Méliot
Ashkan Nikeghbali
Gabriele Visentin
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PDF
Chat
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Mod-$\phi $ convergence: Approximation of discrete measures and harmonic analysis on the torus
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2020
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Reda Chhaibi
Freddy Delbaen
Pierre-Loïc Méliot
Ashkan Nikeghbali
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PDF
Chat
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Graphons, permutons and the Thoma simplex: three mod‐Gaussian moduli spaces
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2020
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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Limit Operators for Circular Ensembles
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2020
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Kenneth Maples
Joseph Najnudel
Ashkan Nikeghbali
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Frontiers in Analysis and Probability
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2020
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Nalini Anantharaman
Ashkan Nikeghbali
Michael Th. Rassias
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PDF
Chat
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Strong convergence of eigenangles and eigenvectors for the circular unitary ensemble
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2019
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Kenneth Maples
Joseph Najnudel
Ashkan Nikeghbali
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PDF
Chat
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The Limiting Characteristic Polynomial of Classical Random Matrix Ensembles
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2019
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Reda Chhaibi
Emma Hovhannisyan
Joseph Najnudel
Ashkan Nikeghbali
Brad Rodgers
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Local limit theorems and mod-phi convergence
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2019
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Martina Dal Borgo
Pierre-Loïc Méliot
Ashkan Nikeghbali
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PDF
Chat
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Mod-ϕ Convergence, II: Estimates on the Speed of Convergence
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2019
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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Local limit theorems and mod-phi convergence.
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2017
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Martina Dal Borgo
Pierre-Loïc Méliot
Ashkan Nikeghbali
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A limiting characteristic polynomial of some random matrix ensembles
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2017
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Reda Chhaibi
Emma Hovhannisyan
Joseph Najnudel
Ashkan Nikeghbali
Brad Rodgers
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A limiting characteristic polynomial of some random matrix ensembles
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2017
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Reda Chhaibi
Emma Hovhannisyan
Joseph Najnudel
Ashkan Nikeghbali
Brad Rodgers
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Mod-$\phi$ convergence, II: Estimates on the speed of convergence
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2017
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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Exploring the Riemann Zeta Function
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2017
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Hugh L. Montgomery
Ashkan Nikeghbali
Michael Th. Rassias
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+
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Local limit theorems and mod-phi convergence
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2017
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Martina Dal Borgo
Pierre-Loïc Méliot
Ashkan Nikeghbali
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Mod-$ϕ$ convergence, II: Estimates on the speed of convergence
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2017
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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Mod-ϕ Convergence: Normality Zones and Precise Deviations
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2016
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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PDF
Chat
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The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios
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2016
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Reda Chhaibi
Joseph Najnudel
Ashkan Nikeghbali
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Dependency graphs and mod-Gaussian convergence
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2016
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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Random character values from central measures on partitions
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2016
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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A precise version of the Ellis-Gärtner theorem
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2016
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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+
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Examples with an explicit generating function
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2016
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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+
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Mod-Gaussian convergence from a factorisation of the probability generating function
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2016
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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Subgraph count statistics in Erdős-Rényi random graphs
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2016
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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An extended deviation result from bounds on cumulants
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2016
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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Fluctuations in the non-lattice case
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2016
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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PDF
Chat
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Fluctuations in the case of lattice distributions
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2016
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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Introduction
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2016
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
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+
PDF
Chat
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Limit Theorems for Orthogonal Polynomials Related to Circular Ensembles
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2015
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Joseph Najnudel
Ashkan Nikeghbali
Alain Rouault
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PDF
Chat
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Strict local martingales and bubbles
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2015
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Constantinos Kardaras
Dörte Kreher
Ashkan Nikeghbali
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PDF
Chat
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A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale
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2015
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Dörte Kreher
Ashkan Nikeghbali
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A note on Helson's conjecture on moments of random multiplicative functions
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2015
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Adam J. Harper
Ashkan Nikeghbali
Maksym Radziwiłł
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PDF
Chat
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On the Number of Zeros of Linear Combinations of Independent Characteristic Polynomials of Random Unitary Matrices
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2015
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Yacine Barhoumi-Andréani
Christopher R. Hughes
Joseph Najnudel
Ashkan Nikeghbali
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PDF
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A characterization of limiting functions arising in Mod-* convergence
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2015
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Emmanuel Kowalski
Joseph Najnudel
Ashkan Nikeghbali
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PDF
Chat
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Mod-Gaussian Convergence and Its Applications for Models of Statistical Mechanics
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2015
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Pierre-Loïc Méliot
Ashkan Nikeghbali
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A Note on Helson’s Conjecture on Moments of Random Multiplicative Functions
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2015
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Adam J. Harper
Ashkan Nikeghbali
Maksym Radziwiłł
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In Memoriam Marc Yor - Séminaire de Probabilités XLVII
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2015
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Anna Aksamit
Larbi Alili
Jacques Azéma
Ehsan Azmoodeh
Dominique Bakry
P. Baldi
Pauline Barrieu
Jean Bertoin
Philippe Biane
Philippe Bougerol
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A note on Helson's conjecture on moments of random multiplicative functions
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2015
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Adam J. Harper
Ashkan Nikeghbali
Maksym Radziwiłł
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The Circular Unitary Ensemble and the Riemann zeta function: the microscopic landscape
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2014
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Reda Chhaibi
Joseph Najnudel
Ashkan Nikeghbali
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Mod-Gaussian convergence and its applications for models of statistical mechanics
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2014
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Pierre-Loïc Méliot
Ashkan Nikeghbali
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A limiting random analytic function related to the CUE
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2014
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Reda Chhaibi
Joseph Najnudel
Ashkan Nikeghbali
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Mod- Convergence
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2014
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Freddy Delbaen
Emmanuel Kowalski
Ashkan Nikeghbali
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+
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MOD- CONVERGENCE AND PRECISE DEVIATIONS
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2014
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
|
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Séminaire de Probabilités XLVI
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2014
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Ismaël Bailleul
Lucian Beznea
Sergey Bocharov
Jean Brossard
Patrick Cattiaux
Iulian Cîmpean
Y.-J Chang
Koléhè Coulibaly-Pasquier
Michel Émery
Jacques Franchi
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PDF
Chat
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On a Flow of Operators Associated to Virtual Permutations
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2014
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Joseph Najnudel
Ashkan Nikeghbali
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A limiting random analytic function related to the CUE
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2014
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Reda Chhaibi
Joseph Najnudel
Ashkan Nikeghbali
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+
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Mod-Gaussian convergence and its applications for models of statistical mechanics
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2014
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Pierre-Loïc Méliot
Ashkan Nikeghbali
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PDF
Chat
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The generalized weighted probability measure on the symmetric group and the asymptotic behavior of the cycles
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2013
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Ashkan Nikeghbali
Dirk Zeindler
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PDF
Chat
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A reading guide for last passage times with financial applications in view
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2013
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Ashkan Nikeghbali
Eckhard Platen
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PDF
Chat
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Mod-phi convergence I: Normality zones and precise deviations
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2013
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Valentin Féray
Pierre-Loïc Méliot
Ashkan Nikeghbali
|
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PDF
Chat
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Mod-discrete expansions
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2013
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A. D. Barbour
Emmanuel Kowalski
Ashkan Nikeghbali
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A characterization of limiting functions arising in mod-* convergence
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2013
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Emmanuel Kowalski
Joseph Najnudel
Ashkan Nikeghbali
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PDF
Chat
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Random permutation matrices under the generalized Ewens measure
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2013
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C. P. Hughes
Joseph Najnudel
Ashkan Nikeghbali
Dirk Zeindler
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Large cycles and a functional central limit theorem for generalized weighted random permutations
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2013
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Ashkan Nikeghbali
Julia Storm
Dirk Zeindler
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On the number of zeros of linear combinations of independent characteristic polynomials of random unitary matrices
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2013
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Yacine Barhoumi
C. P. Hughes
Joseph Najnudel
Ashkan Nikeghbali
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PDF
Chat
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The distribution of eigenvalues of randomized permutation matrices
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2013
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Joseph Najnudel
Ashkan Nikeghbali
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On the number of zeros of linear combinations of independent characteristic polynomials of random unitary matrices
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2013
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Yacine Barhoumi
Chris Hughes
Joseph Najnudel
Ashkan Nikeghbali
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Limit operators for circular ensembles
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2013
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Kenneth Maples
Joseph Najnudel
Ashkan Nikeghbali
|
+
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Large cycles and a functional central limit theorem for generalized weighted random permutations
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2013
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Ashkan Nikeghbali
Julia Storm
Dirk Zeindler
|
+
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A characterization of limiting functions arising in mod-* convergence
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2013
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Emmanuel Kowalski
Joseph Najnudel
Ashkan Nikeghbali
|
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PDF
Chat
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A Unitary Extension of Virtual Permutations
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2012
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Paul Bourgade
Joseph Najnudel
Ashkan Nikeghbali
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PDF
Chat
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Mod‐Gaussian convergence and the value distribution of ζ(½ + <i>it</i> ) and related quantities
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2012
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Emmanuel Kowalski
Ashkan Nikeghbali
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PDF
Chat
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On the number of cycles in a random permutation
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2012
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Kenneth Maples
Ashkan Nikeghbali
Dirk Zeindler
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PDF
Chat
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On Some Properties of Universal Sigma-Finite Measures Associated with a Remarkable Class of Submartingales
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2011
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Joseph Najnudel
Ashkan Nikeghbali
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A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale
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2011
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Doerte Kreher
Ashkan Nikeghbali
|
+
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Strict local martingales, bubbles
|
2011
|
Constantinos Kardaras
Doerte Kreher
Ashkan Nikeghbali
|
+
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Mod-$\phi$ convergence
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2011
|
Freddy Delbaen
Emmanuel Kowalski
Ashkan Nikeghbali
|
+
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The generalized weighted probability measure on the symmetric group and the asymptotic behavior of the cycles
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2011
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Ashkan Nikeghbali
Dirk Zeindler
|
+
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A unitary extension of virtual permutations
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2011
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Paul Bourgade
Joseph Najnudel
Ashkan Nikeghbali
|
+
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A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale
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2011
|
Doerte Kreher
Ashkan Nikeghbali
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+
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The generalized weighted probability measure on the symmetric group and the asymptotic behavior of the cycles
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2011
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Ashkan Nikeghbali
Dirk Zeindler
|
+
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Mod-$ϕ$ convergence
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2011
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Freddy Delbaen
Emmanuel Kowalski
Ashkan Nikeghbali
|
+
PDF
Chat
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HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES
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2010
|
Délia Coculescu
Ashkan Nikeghbali
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+
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Séminaire de Probabilités XLIII
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2010
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Paul Bourgade
Ashkan Nikeghbali
Alain Rouault
|
+
PDF
Chat
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A new kind of augmentation of filtrations
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2010
|
Joseph Najnudel
Ashkan Nikeghbali
|
+
PDF
Chat
|
Ewens Measures on Compact Groups and Hypergeometric Kernels
|
2010
|
Paul Bourgade
Ashkan Nikeghbali
Alain Rouault
|
+
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On a flow of operators associated to virtual permutations
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2010
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Joseph Najnudel
Ashkan Nikeghbali
|
+
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The distribution of eigenvalues of randomized permutation matrices
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2010
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Joseph Najnudel
Ashkan Nikeghbali
|
+
PDF
Chat
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Mod-Gaussian convergence: new limit theorems in probability and number theory
|
2010
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Jean Jacod
Emmanuel Kowalski
Ashkan Nikeghbali
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+
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CIRCULAR JACOBI ENSEMBLES AND DEFORMED
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2010
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Paul Bourgade
Ashkan Nikeghbali
Alain Rouault
|
+
PDF
Chat
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Mod-Poisson Convergence in Probability and Number Theory
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2010
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Emmanuel Kowalski
Ashkan Nikeghbali
|
+
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On a flow of operators associated to virtual permutations
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2010
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Joseph Najnudel
Ashkan Nikeghbali
|
+
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The distribution of eigenvalues of randomized permutation matrices
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2010
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Joseph Najnudel
Ashkan Nikeghbali
|
+
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A new construction of the $\sigma$-finite measures associated with submartingales of class $(\Sigma)$
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2009
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Joseph Najnudel
Ashkan Nikeghbali
|
+
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A remarkable $\sigma$-finite measure associated with last passage times and penalisation problems
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2009
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Joseph Najnudel
Ashkan Nikeghbali
|
+
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A new kind of augmentation of filtrations
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2009
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Joseph Najnudel
Ashkan Nikeghbali
|
+
PDF
Chat
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Scaled Limit and Rate of Convergence for the Largest Eigenvalue from the Generalized Cauchy Random Matrix Ensemble
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2009
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Joseph Najnudel
Ashkan Nikeghbali
Felix Rubin
|
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PDF
Chat
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Circular Jacobi Ensembles and Deformed Verblunsky Coefficients
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2009
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Paul Bourgade
Ashkan Nikeghbali
Alain Rouault
|
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ON SOME UNIVERSAL σ-FINITE MEASURES AND SOME EXTENSIONS OF DOOB'S OPTIONAL STOPPING THEOREM
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2009
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Joseph Najnudel
Ashkan Nikeghbali
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On penalisation results related with a remarkable class of submartingales
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2009
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Joseph Najnudel
Ashkan Nikeghbali
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+
PDF
Chat
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The Barnes $G$ function and its relations with sums and products of generalized Gamma convolution variables
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2009
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Ashkan Nikeghbali
Marc Yor
|
+
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Mod-Poisson convergence in probability and number theory
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2009
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Emmanuel Kowalski
Ashkan Nikeghbali
|
+
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On some properties of a universal sigma-finite measure associated with a remarkable class of submartingales
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2009
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Joseph Najnudel
Ashkan Nikeghbali
|
+
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Processes of class Sigma, last passage times and drawdowns
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2009
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Patrick Cheridito
Ashkan Nikeghbali
Eckhard Platen
|
+
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Mod-discrete expansions
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2009
|
A. D. Barbour
Emmanuel Kowalski
Ashkan Nikeghbali
|
+
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A new kind of augmentation of filtrations
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2009
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Joseph Najnudel
Ashkan Nikeghbali
|
+
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On some universal sigma finite measures and some extensions of Doob's optional stopping theorem
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2009
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Joseph Najnudel
Ashkan Nikeghbali
|
+
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A new construction of the $σ$-finite measures associated with submartingales of class $(Σ)$
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2009
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Joseph Najnudel
Ashkan Nikeghbali
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+
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A remarkable $σ$-finite measure associated with last passage times and penalisation problems
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2009
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Joseph Najnudel
Ashkan Nikeghbali
|
+
PDF
Chat
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The characteristic polynomial of a random unitary matrix: A probabilistic approach
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2008
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Paul Bourgade
C. P. Hughes
Ashkan Nikeghbali
Marc Yor
|
+
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On Honest Times in Financial Modeling
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2008
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Ashkan Nikeghbali
Eckhard Platen
|
+
PDF
Chat
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The zeros of random polynomials cluster uniformly near the unit circle
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2008
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C. P. Hughes
Ashkan Nikeghbali
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+
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A generalization of Doob's maximal identity
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2008
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Ashkan Nikeghbali
|
+
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Default times, non arbitrage conditions and change of probability measures
|
2008
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Délia Coculescu
Monique Jeanblanc
Ashkan Nikeghbali
|
+
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Mod-Gaussian convergence: new limit theorems in probability and number theory
|
2008
|
Jean Jacod
Emmanuel Kowalski
Ashkan Nikeghbali
|
+
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Hazard processes and martingale hazard processes
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2008
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Délia Coculescu
Ashkan Nikeghbali
|
+
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On honest times in financial modeling
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2008
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Ashkan Nikeghbali
Eckhard Platen
|
+
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Hua-Pickrell measures on general compact groups
|
2007
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Paul Bourgade
Ashkan Nikeghbali
Alain Rouault
|
+
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Ewens measures on compact groups and hypergeometric kernels
|
2007
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Paul Bourgade
Ashkan Nikeghbali
Alain Rouault
|
+
PDF
Chat
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How badly are the Burkholder–Davis–Gundy inequalities affected by arbitrary random times?
|
2007
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Ashkan Nikeghbali
|
+
PDF
Chat
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The characteristic polynomial on compact groups with Haar measure: some equalities in law
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2007
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Paul Bourgade
Ashkan Nikeghbali
Alain Rouault
|
+
PDF
Chat
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An arithmetic model for the total disorder process
|
2007
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C. P. Hughes
Ashkan Nikeghbali
M. Yor
|
+
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The barnes G function and its relations with sums and products of generalized Gamma convolution variables
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2007
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Ashkan Nikeghbali
Marc Yor
|
+
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Ewens measures on compact groups and hypergeometric kernels
|
2007
|
Paul Bourgade
Ashkan Nikeghbali
Alain Rouault
|
+
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The characteristic polynomial of a random unitary matrix: a probabilistic approach
|
2007
|
Paul Bourgade
C. P. Hughes
Ashkan Nikeghbali
Marc Yor
|
+
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Filtrations
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2007
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Délia Coculescu
Ashkan Nikeghbali
|
+
PDF
Chat
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Multiplicative Decompositions and Frequency of Vanishing of Nonnegative Submartingales
|
2006
|
Ashkan Nikeghbali
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+
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Non-stopping times and stopping theorems
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2006
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Ashkan Nikeghbali
|
+
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A class of remarkable submartingales
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2006
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Ashkan Nikeghbali
|
+
PDF
Chat
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An essay on the general theory of stochastic processes
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2006
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Ashkan Nikeghbali
|
+
PDF
Chat
|
Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
|
2006
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Ashkan Nikeghbali
Marc Yor
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+
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Some random times and martingales associated with BES0(δ) processes (0<δ<2)
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2006
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Ashkan Nikeghbali
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+
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An arithmetic model for the total disorder process
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2006
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C. P. Hughes
Ashkan Nikeghbali
Marc Yor
|
+
PDF
Chat
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A definition and some characteristic properties of pseudo-stopping times
|
2005
|
Ashkan Nikeghbali
Marc Yor
|
+
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A class of remarkable submartingales (II): enlargements of filtrations
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2005
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Ashkan Nikeghbali
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+
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Some random times and martingales associated with $BES_{0}(\delta)$ processes $(0<\delta<2)$
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2005
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Ashkan Nikeghbali
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+
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Multiplicative decompositions and frequency of vanishing of nonnegative submartingales
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2005
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Ashkan Nikeghbali
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+
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Enlargements of filtrations and path decompositions at non-stopping times
|
2005
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Ashkan Nikeghbali
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+
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Non Stopping Times and Stopping Theorems
|
2005
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Ashkan Nikeghbali
|
+
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How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times?
|
2005
|
Ashkan Nikeghbali
|
+
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A class of remarkable submartingales
|
2005
|
Ashkan Nikeghbali
|
+
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Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
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2005
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Ashkan Nikeghbali
Marc Yor
|
+
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Some random times and martingales associated with $BES_{0}(δ)$ processes $(0
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2005
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Ashkan Nikeghbali
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+
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A definition and some characteristic properties of pseudo-stopping times
|
2004
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Ashkan Nikeghbali
Marc Yor
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+
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A Note About the Conjecture on Spearman's Rho and Kendall's Tau
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2000
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Valdo Durrleman
Ashkan Nikeghbali
Thierry Roncalli
|