| Publication | Date of Publication | Type |
|---|
Adaptive denoising of signals with local shift-invariant structure
Foundations of Modern Statistics | 2024-03-22 | Paper |
A family of probability distributions consistent with the DOZZ formula: towards a conjecture for the law of 2D GMC
Probability and Mathematical Physics | 2022-03-03 | Paper |
Efficient search of first-order Nash equilibria in nonconvex-concave smooth min-max problems
SIAM Journal on Optimization | 2021-10-26 | Paper |
Finite-sample analysis of \(M\)-estimators using self-concordance
Electronic Journal of Statistics | 2021-01-19 | Paper |
Finite-sample analysis of \(M\)-estimators using self-concordance
Electronic Journal of Statistics | 2021-01-19 | Paper |
A review of conjectured laws of total mass of Bacry-Muzy GMC measures on the interval and circle and their applications
Reviews in Mathematical Physics | 2019-07-31 | Paper |
| Affine Invariant Covariance Estimation for Heavy-Tailed Distributions | 2019-02-08 | Paper |
Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
Communications in Mathematical Physics | 2018-06-07 | Paper |
A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures
Annales Henri Poincaré | 2018-04-17 | Paper |
A note on moments of limit log-infinitely divisible stochastic measures of Bacry and Muzy
Letters in Mathematical Physics | 2017-05-12 | Paper |
On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field
Journal of Statistical Physics | 2016-11-29 | Paper |
| A Theory of Intermittency Renormalization of Gaussian Multiplicative Chaos Measures | 2016-09-29 | Paper |
| Structure-Blind Signal Recovery | 2016-07-19 | Paper |
On Riemann zeroes, lognormal multiplicative chaos, and Selberg integral
Nonlinearity | 2016-03-11 | Paper |
On Barnes beta distributions, Selberg integral and Riemann xi
Forum Mathematicum | 2016-01-12 | Paper |
Selberg integral as a meromorphic function
IMRN. International Mathematics Research Notices | 2015-05-22 | Paper |
A note on the \(S_2(\delta)\) distribution and the Riemann Xi function
Electronic Communications in Probability | 2015-02-03 | Paper |
Concentration inequalities for the exponential weighting method
Mathematical Methods of Statistics | 2014-10-15 | Paper |
Theory of Barnes beta distributions
Electronic Communications in Probability | 2014-09-22 | Paper |
A dynamic channel reservation method for multimedia streaming in Wi-Fi mesh networks
Automation and Remote Control | 2013-12-11 | Paper |
On the stochastic dependence structure of the limit lognormal process
Reviews in Mathematical Physics | 2011-06-17 | Paper |
On the limit lognormal and other limit log-infinitely divisible laws
Journal of Statistical Physics | 2010-04-19 | Paper |
Mellin transform of the limit lognormal distribution
Communications in Mathematical Physics | 2009-09-25 | Paper |
BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE
International Journal of Theoretical and Applied Finance | 2008-05-20 | Paper |
CONSTANT ELASTICITY OF VARIANCE IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE AND LEVERAGE EFFECT
International Journal of Theoretical and Applied Finance | 2008-05-20 | Paper |
Intermittency expansions for limit lognormal multifractals
Letters in Mathematical Physics | 2008-04-23 | Paper |
Functional Feynman-Kac equations for limit lognormal multifractals
Journal of Statistical Physics | 2007-07-19 | Paper |
Limit lognormal multifractal as an exponential functional
Journal of Statistical Physics | 2006-09-11 | Paper |
