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Biography
Department of Mathematics
Courant Institute
New York University
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Publications
Submitted papers
- A
proof of the Lyons-Pemantle-Peres monotonicity
conjecture for high biases, with A.Fribergh and
V.Sidoravicius, submitted to CPAM, ArXiv 1111.5865
- A
Central Limit theorem in many body Quantum dynamics,
with K.Kirkpatrick and B.Schlein, submitted to CMP,
ArXiv 1111.6999
- On
Fluctuations of Eigenvalues of Random Permutation
matrices, with K.Dang, submitted to the Annals of
Probability, ArXiv 1106.2108
- Complexity
of random Smooth functions of many variables, with
A. Auffinger, submitted to Annals of Probability, ArXiv
1110.5872
Publications
- Random
Matrices and Complexity of Spin Glasses, with A.
Auffinger and J.Cerny, to appear in CPAM, ArXiv
1003.1129
- Einstein
relation for biased random walks on Galton-Watson
trees, with Y.Hu, S. Olla and O.Zeitouni, to
appear in the Annales de l’Institut Henri Poincaré,
ArXiv 1106.4387
- Universality
and extremal aging for dynamics of Spin Glasses on
subexponential time scales, with Onur Gun, CPAM,
volume LXV, No1, pp 77-127, 2012
- Randomly
biased walks on subcritical trees, with Alan
Hammond, to appear in CPAM, ArXiv 1101.4041
- Extreme
gaps between eigenvalues of random matrices, with
Paul Bourgade, to appear in Annals of Probability, ArXiv
1010.1294
- Biased
random walks on Galton-Watson trees with leaves,
with Alexander Fribergh, Nina Gantert, Alan Hammond, to
appear in Annals of Probability, ArXiv 0711.3686
- Current
Fluctuations for TASEP, a proof of the Praehofer Spohn
conjecture, with Ivan Corwin, Annals of
Probability, vol 39, no. 1, 104-138, 2011
- Wigner
Matrices, with Alice Guionnet, pp 433-451, Chapter
21
in “Handbook on Random Matrices”, edited by
G.Ackemann, J. Baik, P. Di Francesco, Oxford University
Press, 2010
- Free
point-processes and free extreme values, with
V.Kargin, Probability Theory and Related Fields, volume
147, No 1-2, pp 161-183, 2010
- Poisson
convergence for the largest eigenvalues of
heavy-tailed random matrices, with A.C. Auffinger
and Sandrine Peche, Annales de l’Institut Henri Poincaré
- Probabilités et Statistiques, Vol. 45, No. 3, pp
589–610, 2009
- REM
Universality for Random Hamiltonians, with Alexey
Kuptsov, Progress in Probability, Vol. 62, pp 45–84,
Birkhauser Verlag, Basel, Switzerland, 2009
- Universality
of the REM for dynamics of mean-field spin glasses,
with Anton Bovier and Jiri Cerny, Communications in
Mathematical Physics, vol 282, pp. 633—695, 2008
- Heavy Tailed Wigner Matrices, with Alice
Guionnet, Communications in Mathematical Physics, Volume
278, Number 3, 2008
- Universality
of Random Energy Model like aging in mean field spin
glasses, with Anton Bovier and Jiri Cerny,
Journal of Statistical Mechanics: Theory and
Experiment, No. 4, L04003, 2008.
- A
new REM conjecture, With V.Gayrard and A.Kuptsov,
In and Out of Equilibrium, editors V.Sidoravicius and
M.E.Vares, Progress in Probability, Birkhauser, Volume
60, pp 59-96, 2008
- Elementary
Potential theory on the hypercube, with V.Gayrard,
Electronic Journal of Probability, Volume 13, pp
1726-1807, 2008
- The
Arcsine Law as a universal aging scheme for Trap
models, with J.Cerny, Communications in Pure and
Applied Mathematics, vol 61, No 3, pp 289-329, 2008.
- STOCHASTIC
ANALYSIS IN MATHEMATICAL PHYSICS, Proceedings of a
Satellite Conference of ICM 2006
Lisbon, Portugal 4 - 8 September 2006, edited with Ana
Bela Cruzeiro, Yves Le Jan & Jean-Claude Zambrini,
World Scientific, 2007
- Scaling
limits for trap models on Z^d, with J.Cerny, The
Annals of Probability. Volume 35, Number 6, pp
2356-2384, 2007.
- Transition
asymptotics for reaction-diffusion in random media,
with A.Ramirez and S.Molchanov, Probability and
Mathematical Physics: A Volume in Honor of Stanislav
Molchanov, 1-40, CRM Proc. Lecture Notes, vol 42,
Amer. Math. Soc., Providence, RI, 2007
- Dynamics
of Trap Models, with J.Cerny, in Mathematical
Statistical Physics Lecture Notes, Vol LXXXIII Les
Houches Summer School, Elsevier, 2006
- Cugliandolo-Kurchan
Equations for dynamics of Spin Glasses, with
A.Dembo and A.Guionnet, Probability Theory and Related
Fields, vol 136, n°4, pp 619-660, 2006
- Extreme
Values In Free Probability, with Dan Voiculescu,
Annals of Probability, vol 34, n°5, pp 2037-2059, 2006
- Aging
for Bouchaud’s trap model in dimension 2, with
J.Cerny and T.Mountford, Probability Theory and Related
Fields, vol 134, n°1, pp 1-43, 2006
- Phase
transition for the largest eigenvalue of large sample
covariance matrices, with J. Baik and S. Peche
Annals of Probability vol 33, n° 5, pp 1643-1697, 2005
- Universality
of local eigenvalue statistics for sample covariance
matrices, with S.Peché, Communications of Pure and
Applied Mathematics, vol 58, n°10, pp 1316-1357, 2005
- Bouchaud's
model exhibits two aging regimes in dimension 1,
with J.Cerny, Annals of Applied Probability vol 15, n°2,
pp 1161-1192, 2005.
- Limit
Laws for Sums of Random Exponentials, with
L.Bogatchev and S.Molchanov, Probability Theory and
Related Fields, vol 132, n°4, pp 579-612, 2005
- Transition
from the annealed to the quenched asymptotics for
random walkson random obstacles, with S.Molchanov
and A.Ramirez, Annals of Probability, vol 33, n° 6, pp
2149-2187, 2005
- Limit
Laws for Sums of Random Exponentials, with
L.Bogatchev and S.Molchanov, Recent developments in
Stochastic Analysis and related topics, pp 45-65, World
Scientific, Hackensack, NJ, 2004
- Algorithms
for Stochastic Approximations of Curvature Flows,
with G.Unal, D.Nain, N.Shimkin, A.Tannenbaum and
O.Zeitouni, Proceedings of ICIP, 2004
- Spatio-temporal
large deviations principle for coupled circle maps,
with J.B. Bardet, Annals of Probability, vol 32 n°1, pp
692-729, 2004.
- Large
Deviations in the Langevin dynamics of a short range
spin glass, with M.Sortais, Bernoulli, vol 9 n°6,
pp 921-954, 2003.
- A
two armed-bandit type problem, with M.Benaim,
International Journal of Game Theory, vol 32, pp 3-16,
2003.
- Multiscale
homogenization with bounded ratios and anomalous slow
diffusion, with Houman Owhadi, Communications in
Pure and Applied mathematics, vol 56 n°1, pp 80-113,
2003.
- Internal
DLA in a random environment, with J.Quastel and
A:Ramirez, Annales de l’Institut Henri Poincaré, vol 39
n°2, pp 301-324, 2003
- Glauber
dynamics of the random energy model. II. Aging below
the critical temperature, with A.Bovier and
V.Gayrard, Communications in Mathematical Physics, vol
236 n°1, pp1-54, 2003
- Glauber
dynamics of the random energy model. I. Metastable
motion on the extreme states, with A.Bovier and
V.Gayrard, Communications in Mathematical Physics, vol
235 n°3, pp 379-425, 2003
- Large
deviations in the Langevin dynamics of a random field
Ising model, with M.Sortais, Stochastic Processes
and Applications, vol 105 n°2, pp 211-255, 2003
- Crystalline Stochastic Systems and
curvature driven flows, with A. Tannenbaum and O.
Zeitouni. pp 41-63, Mathematical Systems theory in
Biology, Communications and Finance, IMA volume in
Mathematics and its Applications 134, Springer, New York
2003. Editors J.Rosenthal and D.Gilliam.
- Stochastic
approximations to curve-shortening flows via particle
systems, with A. Tannenbaum and O. Zeitouni.
Journal of Differential Equations, vol 195 n°1, pp
119-142, 2003.
- Aging
and spin-glass dynamics. Proceedings of the
International Congress of Mathematicians, Vol. III
(Beijing, 2002), pp 3-14, Higher Ed. Press, Beijing,
2002.
- Phase
transition for the spherical hierarchical model,
with O.Hryniv and S.Molchanov, Markov Processes and
Related Fields, vol 8 n°4, pp 565-594, 2002.
- Aging
in the Random Energy Model, with A.Bovier and
V.Gayrard, Vol 8, issue 88, Phys.Rev Letters, 2002
- Super-diffusivity
in a shear flow model from perpetual homogenization,
with H. Owhadi, Communications in Mathematical Physics,
vol 227 n°2, pp 281-302, 2002.
- The
canonical equation of adaptive dynamics: a
mathematical view, with N. Champagnat and
R.Ferriere, Selection, vol 2, pp 71-81, 2001.
- Aging
of spherical spin glasses, with A.Dembo and
A.Guionnet, Probability Theory and Related Fields, Vol
120 no 1, pp 1-67, 2001.
- Growth
and saturation in random media, with A.Ramirez.
Stochastic processes, physics and geometry: new
interplays, 41--54, CMS Conf. Proc., 28, Amer. Math.
Soc., Providence, RI, 2000.
- Asymptotic
survival probabilities in the random saturation
process, with A.Ramirez, The Annals of
Probability, Vol 28, no. 4, pp 1470—1527, 2000.
- Large
deviations of Brownian motion on the Sierpinski gasket,
with T.Kumagai, Stochastic Process and Applications, Vol
85 no. 2, pp 225—235, 2000.
- Quenched
asymptotics for survival probabilities in the random
saturation process, with A.Ramirez, C.R. Acad.
Sci. Paris, p. 1003-1008, 1999.
- Increasing
propagation of chaos for mean field models, with
O. Zeitouni, Annales de l'IHP, vol 35, pp85-102, 1999.
- Large
deviations from the circular law, with O.
Zeitouni, ESAIM: Probability and Statistics, Vol. 2, pp.
123-134, 1998.
- Singularity
of hypoelliptic Green functions, with M.
Gradinaru. Potential Analysis and Applications, vol 8,pp
217-258, 1998.
- Langevin
Dynamics for Sherrington-Kirkpatrick Spin Glasses,
avec A. Guionnet, chapter of the book: " Mathematical
Aspects of Spin Glasses and Neural Networks ", pp.
321-353, Progress in Probability no 41,Birkhauser,
1998.
- Symmetric
Langevin Spin Glass Dynamics, with A. Guionnet,
Annals of Probability, vol. 25, No 3, pp1367-1422, 1997.
- Large
deviations for Wigner's law and Voiculescu's non
commutative entropy, with A. Guionnet, Probability
theory and related fields, volume 108, 4, pp
517-542,1997.
- Singularités
des fonctions de Green hypoelliptiques, with M.
Gradinaru, Annales Mathématiques Blaise Pascal, vol 3,
1996.
- Metastability
for dynamics of the 3D Ising model, with R. Cerf.
Electronic Journal in Probability, vol 1, 1996.
- The
Construction of the d-dimensional Gaussian Droplet,
with J.D. Deuschel, Communications in Math. Physics, vol
179, pp 467-488, 1996.
- A
probabilistic approach to semi-classical
approximations, with F. Castell, Journal of
Functional Analysis, vol 137, pp 243-280, 1996.
- Flow
Decomposition and Large Deviations, with F.
Castell, Journal of Functional Analysis, vol 140, pp
23-67, 1996.
- Large
deviations for Langevin Spin Glass Dynamics, with
A. Guionnet. Probability theory and related fields, 102,
pp 455-509,1995. Erratum.
- Coupling
constructions for hypoelliptic diffusions, with M.
Cranston and W. Kendall. Proceedings of Symposia in Pure
mathematics, AMS, 1994, pp 193-213, 1994.
- Grandes
déviations de Freidlin-Wentzell en norme holderienne,
with M. Ledoux. Séminaire de Probabilités XXVIII, pp
293-299, Lecture Notes in Maths 1583, Springer Verlag,
1994.
- The
rate function of hypoelliptic diffusions, 18
pages, with J.D. Deuschel, Communications in Pure and
Applied Mathematics, vol XLVII, numéro 6, pp 843-861,
1994.
- Holder
norms and the support theorem for diffusions, with
M. Ledoux and M. Gradinaru. Annales de l'IHP, vol 30,
numéro 3, pp 415-436, 1994.
- Normes
holderiennes et support des diffusions, with M.
Gradinaru, CRAS, tome 316, pp 282-286, 1993.
- Precise
asymptotics in large deviations, with J.D Deuschel
and D. Stroock, Bulletin des Sciences Mathematiques,
Volume 117, 1, pp 107-124, 1993.
- Laplace
asymptotics for reaction diffusion equations, with
A. Rouault. Probability theory and related fields, Vol
97 p 259-285, 1993.
- Schilder's
large deviation theorem without topology, with M.
Ledoux. In “Asymptotic problems in probability” pp
107-122 Pitman Research Notes numéro 284.Longman 1993.
Taniguchi Symposium on stochastic analysis (Kyoto 1990).
Editors Elworthy and Ikeda.
- Large
deviations and Strassen theorem in Holder norm,
with P. Baldi and G. Kerkyacharian. Stochastic processes
and applications, 42, pp 171-190, 1992.
- Géométrie
de la courbe brownienne plane, Séminaire Bourbaki
43ème année, 1990-1991, number 730, pp 7-42 ; Astérisque
201-202- 203, 1992.
- Annulation
plate du noyau de la chaleur hypoelliptique, with
Rémi Léandre. CRAS. tome 312, Série I, pp 463-464, 1991.
- Décroissance
exponentielle du noyau de la chaleur sur la diagonale
(2 ), with Rémi Léandre Probability theory and
related fields, 90, pp 377-402, 1991.
- Décroissance
exponentielle du noyau de la chaleur sur la diagonale
(1) , with Rémi Léandre Probability theory and related
fields, 90, pp 175-202, 1991.
- Methode
de Laplace: étude variationnelle des fluctuations de
diffusions de type champ moyen, with Marc Brunaud.
Stochastics, vol 31, pp 79-144, 1990.
- Quelques
remarques sur le cut-locus sous-riemannien, with
Remi Léandre, "Stochastics, Algebra and Analysis in
classical and quantum dynamics" S. Albeverio editor,
Kluwer 1990.
- Développement
asymptotique du noyau de la chaleur hypoelliptique sur
la diagonale. Annales de l'institut Fourier, tome
39, fascicule 1, pp 73-99, 1989.
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http://www.springerlink.com/content/p587080k28m63724/.
Probability theory and related fields, Vol 81, pp 29-77,
1989.
- Développement
asymptotique du noyau de la chaleur hypoelliptique
hors du cut-locus. Annales scientifiques de
l'Ecole Normale Supérieure, 4ème série, tome 21, pp
307-331, 1988.
- Méthode
de Laplace et de la phase stationnaire sur l'espace de
Wiener. Stochastics, Vol 25, p 125-153, 1988.
- Noyau
de la chaleur hypoelliptique et géométrie
sous-riemannienne. Colloque Franco-Japonais de
Probabilités. Stochastic Analysis, éditeurs M. Metivier
and S. Watanabe, Lecture Notes in Maths 1322, 1987, p
1-16, Springer-Verlag.
- The
Poisson Kernel for certain degenerate elliptic
operators (avec D.W. Stroock and S. Kusuoka)
Journal of Functional Analysis. Vol 56, p 171-208, 1984.
- Représentation
explicite des solutions d'équations stochastiques
invariantes sur un groupe de Lie. Journées SMF
Nancy 1981. Institut Elie Cartan Vol 7 pp 1-10, 1983.
- Equations
stochastiques à coefficients analytiques et séries de
Taylor stochastiques. Annales scientifiques de
l'université de Clermont-Ferrand pp 55-69, 1982.
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