Dr Joseph Najnudel
PhD
Current positions
Associate Professor
School of Mathematics
Contact
Press and media
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Research interests
Random matrix theory: study of random unitary matrices (in particular the Circular Unitary Ensemble), random permutation matrices and related infinite-dimensional limiting objects, link between random matrix theory and number theory, link between random matrix theory and mathematical physics.
Stochastic analysis: study of limiting measures constructed by modifying the Brownian motion or more general stochastic processes, study of the Brownian local times and polymer models.
More detail can be found on my personal webpage.
Projects and supervisions
Thesis supervisions
Publications
Recent publications
01/12/2024An arbitrage driven price dynamics of Automated Market Makers in the presence of fees
Frontiers of Mathematical Finance
Anti-concentration applied to roots of randomized derivatives of polynomials
Electronic Journal of Probability
Multiple integral formulas for weighted zeta moments
Ramanujan Journal
Random Apportionment
Methodology and Computing in Applied Probability
Secular Coefficients and the Holomorphic Multiplicative Chaos
Annals of Probability
