Recherche avancée

Affiner les résultats

Type de document

Institution

Collection spécifique

Langue

Auteur

Domaine

Mot clé

Trié par: Date de dépôt
9 résultats 1
Postprint
Consortium of Swiss Academic Libraries

Multiplicative Decompositions and Frequency of Vanishing of Nonnegative Submartingales

Nikeghbali, Ashkan

In: Journal of Theoretical Probability, 2006, vol. 19, no. 4, p. 931-949

Postprint
Consortium of Swiss Academic Libraries

Scaled Limit and Rate of Convergence for the Largest Eigenvalue from the Generalized Cauchy Random Matrix Ensemble

Najnudel, Joseph ; Nikeghbali, Ashkan ; Rubin, Felix

In: Journal of Statistical Physics, 2009, vol. 137, no. 2, p. 373-406

Postprint
Consortium of Swiss Academic Libraries

A reading guide for last passage times with financial applications in view

Nikeghbali, Ashkan ; Platen, Eckhard

In: Finance and Stochastics, 2013, vol. 17, no. 3, p. 615-640

Postprint
Consortium of Swiss Academic Libraries

Default times, no-arbitrage conditions and changes of probability measures

Coculescu, Delia ; Jeanblanc, Monique ; Nikeghbali, Ashkan

In: Finance and Stochastics, 2012, vol. 16, no. 3, p. 513-535

Postprint
Consortium of Swiss Academic Libraries

On the Number of Zeros of Linear Combinations of Independent Characteristic Polynomials of Random Unitary Matrices

Barhoumi-Andréani, Yacine ; Hughes, Christopher ; Najnudel, Joseph ; Nikeghbali, Ashkan

In: International Mathematics Research Notices, 2015, vol. 2015, no. 23, p. 12366-12404

Postprint
Consortium of Swiss Academic Libraries

Mod-Gaussian convergence: new limit theorems in probability and number theory

Jacod, Jean ; Kowalski, Emmanuel ; Nikeghbali, Ashkan

In: Forum Mathematicum, 2011, vol. 23, no. 4, p. 835-873

Postprint
Consortium of Swiss Academic Libraries

A unitary extension of virtual permutations

Bourgade, Paul

In: International Mathematics Research Notices, 2013, vol. 2013, no. 18, p. 4101-4134

Postprint
Consortium of Swiss Academic Libraries

Mod-Poisson Convergence in Probability and Number Theory

Kowalski, Emmanuel ; Nikeghbali, Ashkan

In: International Mathematics Research Notices, 2010, vol. 2010, no. 18, p. 3549-3587

Postprint
Consortium of Swiss Academic Libraries

Mod-φ Convergence

Delbaen, Freddy ; Kowalski, Emmanuel ; Nikeghbali, Ashkan

In: International Mathematics Research Notices, 2015, vol. 2015, no. 11, p. 3445-3485

9 résultats 1