Institut für MathematikHome > Institut > Prof. > A. Nikeghbali > Publikationen

  English  |  Kontakt  |  Druck  |  Suchen  

FÜR SCHÜLERiNNEN
INSTITUT
ÜBER UNS
PROFESSORiNNEN
PERSONAL
ALUMNI
GÄSTE
JOBS
PREPRINT SERIES
BIBLIOTHEK
ANREISE
GALERIE
VERANSTALTUNGEN
FÜR STUDIERENDE
FÜR DOKTORANDiNNEN


HomeVitaForschungVorlesungen & SeminarePublikationenGäste

Preprints Submitted
R. Chhaibi, F. Delbaen, P.-L. Méliot, A. Nikeghbali
Mod-phi convergence, IV: Approximation of discrete measures and harmonic analysis on the torus
Preprint (2016) PDF  

V. Féray, P.-L. Méliot, A. Nikeghbali
Mod-phi Convergence, III: Multi-dimensional mod-Gaussian convergence and related estimates of probabilities
(Preliminary Version, 2015). PDF  

V. Féray, P.-L. Méliot, A. Nikeghbali
Mod-phi convergence, II: Estimates of the speed of convergence
Preprint (2017) PDF  

K. Maples, J. Najnudel, A. Nikeghbali
Limit operators for circular ensembles
Preprint (2013) PDF  

Published / Accepted
R. Chhaibi, J. Najnudel, A. Nikeghbali
The Circular Unitary Ensemble and the Riemann Zeta Function: the microscopic landscape and a new approach to ratios
Invent. Math. 207, no. 1, 23--113 (2017) PDF  URL

V. Féray, P.-L. Méliot, A. Nikeghbali
Mod-phi convergence: Normality zones and precise deviations
SprigerBriefs in Probability and Mathematical Statistics PDF  URL

P.-L. Méliot, A. Nikeghbali
Mod-Gaussian convergence and its applications for models of statistical mechanics
In memoriam Marc Yor—Séminaire de Probabilités XLVII, 369--425, Lecture Notes in Math., 2137, Springer (2015). PDF  URL

E. Kowalski, J. Najnudel, A. Nikeghbali
A characterization of limiting functions arising in mod-* convergence
Electron. Commun. Probab. 20, no. 70, 1--11 (2015). PDF  URL

A. Harper, A. Nikeghbali, M. Radziwill
A note on Helson’s conjecture on moments of random multiplicative functions
Analytic Number Theory, Springer, 145--169 (2015). PDF  URL

Y. Barhoumi, C. Hughes, J. Najnudel, A. Nikeghbali
On the number of zeros of linear combinations of independent characteristic polynomials of random unitary matrices
Int. Math. Res. Not. IMRN, no. 23, 12366--12404 (2015). PDF  URL

D. Kreher, A. Nikeghbali
A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale
Statist. Probabilist. Lett., 104, 94--101 (2015). PDF  URL

J. Najnudel, A. Nikeghbali, A. Rouault
Limit theorems for orthogonal polynomials related to circular ensembles
J. Theoret. Probab. 29, 145--169 (2016) PDF  URL

C. Kardaras, D. Kreher, A. Nikeghbali
Strict local martingales and bubbles
Ann. Appl. Probab. 25, no.4, 1827--1867 (2015). PDF  URL

F. Delbaen, E. Kowalski, A. Nikeghbali
Mod-phi convergence
Int. Math. Res. Not. IMRN, no.11, 3445--3485 (2015). PDF  URL

J. Najnudel, A. Nikeghbali
On a flow of operators associated to virtual permutations
Séminaire de Probabilités XLVI, Lecture Notes in Math., 2123, Springer, 481--512 (2014). PDF  URL

C. Hughes, J. Najnudel, A. Nikeghbali, D. Zeindler
Random permutation matrices under the generalized Ewens measure
Annals of Applied Probability, Vol. 23(3), 987-1024 (2013) PDF  URL

A. Nikeghbali, E. Platen
A reading guide for last passage times with financial applications in view
Finance and Stochastics, Vol. 17(3), 615-640 (2013) PDF  URL

A. Nikeghbali, D. Zeindler
The generalized weighted probability measure on the symmetric group and the asymptotic behavior of the cycles
Ann. Inst. Henri Poincaré Probab. Stat. 49 (2013), no. 4, 961-981 PDF  URL

K. Maples, A. Nikeghbali, D. Zeindler
On the number of cycles in a random permutation
Electronic Communications in Probability, 17, no. 20, 1-13 (2012) PDF  URL

P. Bourgade, J. Najnudel, A. Nikeghbali
A unitary extension of virtual permutations
International Mathematics Research Notices, 2013(18):4101-4134 PDF  URL

J. Najnudel, A. Nikeghbali
The distribution of eigenvalues of randomized permutation matrices
Annales de l'institut Fourier, 63 no. 3 (2013), p. 773-838 PDF  URL

J. Najnudel, A. Nikeghbali
A new construction of the $\sigma$-finite measures associated with submartingales of class $(\Sigma)$
C. R. Math. Acad. Sci. Paris, Volume 348, pp. 311-316, (2010) PDF  URL

E. Kowalski, A. Nikeghbali
Mod-Gaussian convergence and the value distribution of zeta(1/2+it) and related quantities
Journal of the London Mathematical Society (2), 86, no. 1, 291-319 (2012) PDF  URL

A. Barbour, E. Kowalski, A. Nikeghbali
Mod-discrete expansions
Probab. Theory and Related Fields, 158, no. 3-4, 859--893 (2014). PDF  URL

J. Najnudel, A. Nikeghbali
A remarkable sigma-finite measure associated with last passage times and penalisation results
Contemporary Quantitative Finance, Essays in Honour of Eckhard Platen, pp. 77-98, Springer (2010) PDF  URL

J. Najnudel, A. Nikeghbali
On some properties of a universal sigma finite measure associated with a remarkable class of submartingales
Publ. of the Res. Instit. for Math. Sci. (Kyoto University), 47 (2011), no. 4, 911-936 PDF  URL

J. Najnudel, A. Nikeghbali
On penalization results related with a remarkable class of submartingales
Markov process. Related Fields, 19, no.4, 763--790 (2013) PDF  URL

J. Najnudel, A. Nikeghbali
A new kind of augmentation of filtrations
ESAIM, 15, pp. 39-57, (2011) PDF  URL

P. Cheridito, A. Nikeghbali, E. Platen
Processes of class sigma, last passage times, and drawdowns
SIAM Journal on Financial Mathematics, 3(2012), no. 1, 280-303 PDF  URL

J. Najnudel, A. Nikeghbali
On some universal sigma-finite measures and some extensions of Doob's optional stopping theorem
Stochastic Process. Appl., 122, no.4, 1582--1600 (2012). PDF  URL

E. Kowalski, A. Nikeghbali
Mod-Poisson convergence in probability and number theory
Intern. Math. Res. Not., 18, pp. 3549-3587, (2010). PDF  URL

J. Najnudel, A. Nikeghbali, F. Rubin
Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble
Journal of Statistical Physics, Volume 137, no. 2, pp. 373-406, (2009)   

J. Jacod, E. Kowalski, A. Nikeghbali
Mod-Gaussian convergence: new limit theorems in Probability and Number Theory
Forum Mathematicum, Vol. 23, No. 4, pp. 835-873, (2011) PDF  URL

D. Coculescu, M. Jeanblanc, A. Nikeghbali
Default times, non arbitrage conditions and change of probability measures
Finance and Stochastics, 16(2012), no. 3, 513-535 PDF  URL

D. Coculescu, A. Nikeghbali
Hazard processes and martingale hazard processes
Mathematical Finance 22(2012), no. 3, 519-537 PDF  URL

P. Bourgade, A. Nikeghbali, A. Rouault
Ewens measures on compact groups and hypergeometric kernels
Séminaires de Probabilités, Vol. 43, pp. 351-377, LNM 2006 (2011) PDF  URL

P. Bourgade, A. Nikeghbali, A. Rouault
Circular Jacobi ensemble and deformed Verblunsky coefficients
IMRN, Vol. 2009, No. 23, pp. 4357-4394 PDF  URL

A. Nikeghbali, M. Yor
The Barnes G function and its relations with sums and products of generalized Gamma
Elect. Comm. in Probab. 14, 396–411, (2009) PDF  URL

D. Coculescu, A. Nikeghbali
Filtrations
Encyclopedia of Quantitative Finance, Wiley, vol. II, pp. 683-686, (2010) PDF  

P. Bourgade, C. Hughes, A. Nikeghbali, M. Yor
The characteristic polynomial of a random unitary matrix: a probabilistic approach.
Duke Math. J., 145, pp. 45-69, (2008) PDF  URL

C. Hughes, A. Nikeghbali
Zeros of random polynomials cluster uniformly near the unit circle
Compositio Mathematica, vol. 144, Part 3, pp. 734-746 (2008) PDF  URL

C. Hughes, A. Nikeghbali, M. Yor
An arithmetic model for the total disorder process
Probab. Theory and Related Fields, 141, no. 1-2, pp. 47-59, (2008) PDF  URL

A. Nikeghbali
How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times?
Statistics and Probability Letters, vol. 78, Issue 6, pp. 766-770, (2008) PDF  URL

P. Bourgade, A. Nikeghbali, A. Rouault
The characteristic polynomial on compact groups with Haar measure: some equalities in law.
C. R. Acad. Sci. Paris, Ser. I, 345, no. 4, pp. 229-232, (2007) PDF  URL

A. Nikeghbali
Non stopping times and stopping theorems
Stochastic Process. Appl. 117, no. 4, pp. 457-475, (2007) PDF  URL

A. Nikeghbali
Enlargements of filtrations and path decompositions at non stopping times
Probab. Theory and Related Fields, 136, no. 4, pp. 524-540, (2006) PDF  URL

A. Nikeghbali, M. Yor
Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
Illinois Journal of Mathematics, 50, no. 1-4, pp. 791-814, (2006) PDF  URL

A. Nikeghbali
Multiplicative decompositions and frequency of vanishing of nonnegative submartingales
J. Theoret. Probab. 19 , no. 4, pp. 931-949, (2006) PDF  URL

A. Nikeghbali
A class of remarkable submartingales
Stochastic Process. Appli. 116, no. 6, pp. 917-938 (2006) PDF  URL

A. Nikeghbali
Some random times and martingales associated with $BES_0(\delta)$ processes ($0<\delta<2$)
ALEA Lat. Am. J. Probab. Math. Stat. 2, pp. 67-89 (2006) PDF  URL

A. Nikeghbali
An essay on the general theory of stochastic processes
Probab. Surv. 3, pp. 345-412, (2006) PDF  URL

A. Nikeghbali, M. Yor
A definition and some characteristic properties of pseudo-stopping times
Annals of Probability, Vol. 33, No. 5, pp. 1804-1824, (2005) PDF  URL

A. Nikeghbali
"Temps aleatoires, filtrations, sous-martingales: quelques developpements recents."
Ph.D in mathematics supervised by Marc Yor: Universite Pierre et Marie Curie, Paris 6 (2005).