A

Ashton, Stephen, Scalas, Enrico, Georgiou, Nicos and Kiss, István Zoltán (2018) The mathematics of human contact: developing a model for social interaction in school children. Acta Physica Polonica A, 133 (6). pp. 1421-1432. ISSN 0587-4246

Au, Benson, Cébron, Guillaume, Dahlqvist, Antoine, Gabriel, Franck and Male, Camille (2021) Freeness over the diagonal for large random matrices. Annals of Probability, 49 (1). pp. 157-179. ISSN 0091-1798

B

Baleanu, Dumitru, Diethelm, Kai, Scalas, Enrico and Trujillo, Juan J (2016) Fractional calculus: models and numerical methods (2nd edition). Series on complexity, nonlinearity and chaos, 5 . World Scientific, Singapore. ISBN 9789813140035

Bierkens, Joris and Duncan, Andrew (2017) Limit theorems for the zig-zag process. Advances in Applied Probability, 49 (03). pp. 791-825. ISSN 0001-8678

Birmpa, P, Dirr, N and Tsagkarogiannis, D (2017) Large deviations for the macroscopic motion of an interface. Journal of Statistical Physics, 166 (5). pp. 1163-1192. ISSN 0022-4715

Bjoernsson, Hjortur, Hafstein, Sigurdur, Giesl, Peter, Scalas, Enrico and Gudmundsson, Skuli (2019) Computation of the stochastic basin of attraction by rigorous construction of a Lyapunov function. Discrete and Continuous Dynamical Systems - Series B, 24 (8). pp. 4247-4269. ISSN 1531-3492

Broutin, Nicolas and Wang, Minmin (2017) Cutting down p-trees and inhomogeneous continuum random trees. Bernoulli, 23 (4A). pp. 2380-2433. ISSN 1350-7265

Broutin, Nicolas and Wang, Minmin (2017) Reversing the cut tree of the Brownian continuum random tree. Electronic Journal of Probability, 22 (80). pp. 1-23. ISSN 1083-6489

Brydges, David C, Dahlqvist, Antoine and Slade, Gordon (2011) The strong interaction limit of continuous-time weakly self-avoiding walk. Workshop on Probabilistic Techniques in Statistical Mechanics Celebrating the 65th Birthday of Erwin Bolthausen, Berlin, Germany, October 14–16, 2010. Published in: Deuschel, Jean-Dominique, Gentz, Barbara, König, Wolfgang, von Renesse, Max, Scheutzow, Michael and Schmock, Uwe, (eds.) Probability in Complex Physical Systems. 11 275-287. Springer Berlin Heidelberg, Berlin. ISSN 2190-5614 ISBN 9783642238109

Butt, Jacob S, Georgiou, Nicos and Scalas, Enrico (2023) Queuing models with Mittag-Leffler inter-event times. Journal of Fractional Calculus and Applied Analysis. pp. 1-39. ISSN 1311-0454

C

Chen, J M, Hawkes, A G, Scalas, E and Trinh, M (2018) Performance of information criteria for selection of Hawkes process models of financial data. Quantitative Finance, 18 (2). pp. 225-235. ISSN 1469-7688

Ciech, Federico and Georgiou, Nicos (2019) Order of the variance in the discrete Hammersley process with boundaries. Journal of Statistical Physics. ISSN 0022-4715

Collins, Benoît, Dahlqvist, Antoine and Kemp, Todd (2018) The spectral edge of unitary Brownian motion. Probability Theory and Related Fields, 170 (1-2). pp. 49-93. ISSN 0178-8051

Cox, Alexander M G, Harris, Simon C, Kyprianou, Andreas E and Wang, Minmin (2022) Monte Carlo methods for the neutron transport equation. SIAM-ASA Journal on Uncertainty Quantification, 10 (2). ISSN 2166-2525

Cristofaro, Lorenzo, Garra, Roberto, Scalas, Enrico and Spassiani, Ilaria (2023) A fractional approach to study the pure-temporal Epidemic Type Aftershock Sequence (ETAS) process for earthquakes modeling. Fractional Calculus and Applied Analysis, 26. pp. 461-479. ISSN 1311-0454

Cunden, Fabio Deelan, Mezzadri, Francesco, Simm, Nick and Vivo, Pierpaolo (2016) Correlators for the Wigner–Smith time-delay matrix of chaotic cavities. Journal of Physics A: Mathematical and Theoretical, 49 (18). ISSN 1751-8113

Cunden, Fabio Della, Dahlqvist, Antoine and O'Connell, Neil (2021) Integer moments of complex Wishart matrices and Hurwitz numbers. Annales De L'institut Henri Poincaré D. ISSN 2308-5827

Cébron, Guillaume, Dahlqvist, Antoine and Gabriel, Franck (2017) The generalized master fields. Journal of Geometry and Physics, 119. 34 - 53. ISSN 0393-0440

D

Dahlqvist, Antoine (2016) Free Energies and fluctuations for the unitary Brownian motion. Communications in Mathematical Physics, 348 (2). pp. 395-444. ISSN 0010-3616

Dahlqvist, Antoine (2017) Integration formulas for Brownian motion on classical compact Lie groups. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53 (4). pp. 1971-1990. ISSN 0246-0203

Dahlqvist, Antoine and Norris, James R (2020) Yang--Mills measure and the master field on the sphere. Communication in Mathematical Physics, 377. pp. 1163-1226. ISSN 1432-0916

Deano, Alfredo and Simm, Nicholas (2017) On the probability of positive-definiteness in the gGUE via semi-classical Laguerre polynomials. Journal of Approximation Theory, 220. pp. 44-59. ISSN 0021-9045

Deaño, Alfredo and Simm, Nick (2020) Characteristic polynomials of complex random matrices and Painlevé transcendents. International Mathematics Research Notices. ISSN 1073-7928

Deelan Cunden, Fabio, Mezzadri, Francesco, O'Connell, Neil and Simm, Nick (2019) Moments of random matrices and hypergeometric orthogonal polynomials. Communications in Mathematical Physics. ISSN 0010-3616

Deelan Cunden, Fabio, Mezzadri, Francesco, Simm, Nick and Vivo, Pierpaolo (2016) Large-N expansion for the time-delay matrix of ballistic chaotic cavities. Journal of Mathematical Physics, 57 (11901). pp. 1-16. ISSN 0022-2488

Den Hollander, F and Jansen, S (2016) Berman-Konsowa principle for reversible Markov jump processes. Markov Processes and Related Fields, 22 (3). pp. 409-422. ISSN 1024-2953

Di Nardo, Elvira, Polito, Federico and Scalas, Enrico (2021) A fractional generalization of the Dirichlet distribution and related distributions. Fractional Calculus and Applied Analysis, 24 (1). pp. 112-136. ISSN 1311-0454

Duncan, A B, Kalliadasis, S, Pavliotis, G A and Pradas, M (2016) Noise-induced transitions in rugged energy landscapes. Physical Review E, 94 (3). 032107. ISSN 2470-0045

Duncan, A B, Lelièvre, T and Pavliotis, G A (2016) Variance reduction Using nonreversible Langevin samplers. Journal of Statistical Physics, 163 (3). pp. 457-491. ISSN 0022-4715

Duncan, A M, Elliott, C M, Pavliotis, G A and Stuart, A M (2015) A multiscale analysis of diffusions on rapidly varying surfaces. Journal of Nonlinear Science, 25 (2). pp. 389-449. ISSN 0938-8974

Duncan, Andrew, Erban, Radek and Zygalakis, Konstantinos (2016) Hybrid framework for the simulation of stochastic chemical kinetics. Journal of Computational Physics, 326. pp. 398-419. ISSN 0021-9991

Duncan, Andrew, Liao, Shuohao, Vejchodský, Tomáš, Erban, Radek and Grima, Ramon (2015) Noise-induced multistability in chemical systems: discrete versus continuum modeling. Physical Review E, 91 (4). 042111. ISSN 1539-3755

Duncan, Andrew B (2015) Homogenization of lateral diffusion on a random surface. Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 13 (4). pp. 1478-1506. ISSN 1540-3459

Duquesne, Thomas and Wang, Minmin (2017) Decomposition of Lévy trees along their diameter. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53 (2). pp. 539-593. ISSN 0246-0203

During, Bertram, Georgiou, Nicos and Scalas, Enrico (2017) A stylised model for wealth distribution. In: Akura, Yuji and Kirman, Alan (eds.) Economic Foundations of Social Complexity Science. Springer Singapore, Singapore, pp. 95-117. ISBN 9789811057045

E

Eom, Cheoljun, Kaizoji, Taisei, Livan, Giacomo and Scalas, Enrico (2021) Limitations of portfolio diversification through fat tails of the return distributions: some empirical evidence. North American Journal of Economics and Finance, 56. a101358 1-17. ISSN 1062-9408

Eom, Cheoljun, Kaizoji, Taisei, Park, Jong Won and Scalas, Enrico (2018) Realized FX volatility: statistical properties and applications. Future Research Korean Journal of Futures and Options, 26 (1). pp. 1-25. ISSN 1229-988x

Eom, Cheoljun, Kaizoji, Taisei and Scalas, Enrico (2019) Fat tails in financial return distributions revisited: evidence from the Korean stock market. Physica A Statistical Mechanics and its Applications, 526. p. 121055. ISSN 0378-4371

Ercolani, Nicholas, Jansen, Sabine and Ueltschi, Daniel (2014) Random partitions in statistical mechanics. Electronic Journal of Probability, 19. p. 82. ISSN 1083-6489

F

Fyodorov, Y V, Khoruzhenko, B A and Simm, N J (2016) Fractional Brownian motion with Hurst index H=0 and the Gaussian Unitary Ensemble. Annals of Probability, 44 (4). pp. 2980-3031. ISSN 0091-1798

Fyodorov, Y V and Simm, N J (2016) On the distribution of maximum value of the characteristic polynomial of GUE random matrices. Nonlinearity, 29. pp. 2837-2855. ISSN 0951-7715

G

Georgiou, Nicos, Khoshnevisan, Davar, Kim, Kunwoo and Ramos, Alex (2018) The dimension of the range of a transient random walk. Electronic Journal of Probability, 23 (83). pp. 1-31. ISSN 1083-6489

Georgiou, Nicos and Ortmann, Janosch (2018) Optimality regions and fluctuations for Bernoulli last passage models. Mathematical Physics, Analysis and Geometry, 21 (22). pp. 1-29. ISSN 1385-0172

Georgiou, Nicos, Rassoul-Agha, Firas and Seppäläinen, Timo (2016) Geodesics and the competition interface for the corner growth model. Probability Theory and Related Fields, 169 (1-2). pp. 223-255. ISSN 0178-8051

Georgiou, Nicos, Rassoul-Agha, Firas and Seppäläinen, Timo (2016) Stationary cocycles and Busemann functions for the corner growth model. Probability Theory and Related Fields, 169 (1-2). pp. 177-222. ISSN 0178-8051

Georgiou, Nicos and Scalas, Enrico (2022) Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution. Fractional Calculus and Applied Analysis, 25 (1). pp. 229-243. ISSN 1311-0454

H

Harris, Simon C, Horton, Emma, Kyprianou, Andreas E, Wang, Minmin and Unset (2022) Yaglom limit for critical non-local branching Markov processes. Annals of Probability, 50 (6). ISSN 0091-1798

J

Jansen, S (2015) Cluster and virial expansions for the multi-species tonks gas. Journal of Statistical Physics, 161 (5). pp. 1299-1323. ISSN 0022-4715

Jansen, S and Jung, P (2014) Wigner crystallization in the quantum 1D jellium at all densities. Communications in Mathematical Physics, 331 (3). pp. 1133-1154. ISSN 0010-3616

Jansen, Sabine (2016) Continuum percolation for Gibbsian point processes with attractive interactions. Electronic Journal of Probability, 21. p. 47. ISSN 1083-6489

Jansen, Sabine and Kurt, Noemi (2014) On the notion(s) of duality for Markov processes. Probability Surveys, 11. pp. 59-120. ISSN 1549-5787

Jansen, Sabine, König, Wolfgang and Metzger, Bernd (2015) Large deviations for cluster size distributions in a continuous classical many-body system. Annals of Applied Probability, 25 (2). pp. 930-973. ISSN 1050-5164

Jansen, Sabine, Tate, Stephen J, Tsagkarogiannis, Dimitrios and Ueltschi, Daniel (2014) Multispecies virial expansions. Communications in Mathematical Physics, 330 (2). pp. 801-817. ISSN 0010-3616

K

Kadankova, Tetyana, Leonenko, Nikolai and Scalas, Enrico (2021) Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond. Communications in Statistics: Theory and Methods. ISSN 0361-0926

Kasprzak, Mikołaj J, Duncan, Andrew B and Vollmer, Sebastian J (2017) Note on A. Barbour’s paper on Stein’s method for diffusion approximations. Electronic Communications in Probability, 22 (3). pp. 1-8. ISSN 1083-589X

L

Lambert, Gaultier, Ostrovsky, Dmitry and Simm, Nick (2018) Subcritical multiplicative chaos for regularized counting statistics from random matrix theory. Communications in Mathematical Physics, 360 (1). pp. 1-54. ISSN 0010-3616

Leonenko, Nikolai, Scalas, Enrico and Trinh, Mailan (2019) Limit theorems for the fractional non-homogeneous Poisson process. Journal of Applied Probability, 56 (1). pp. 246-264. ISSN 0021-9002

Little, Alex, Mezzadri, Francesco and Simm, Nick (2022) On the number of real eigenvalues of a product of truncated orthogonal random matrices. Electronic Journal of Probability, 27. a5 1-32. ISSN 1083-6489

Livan, Giacomo, Inoue, Jun-ichi and Scalas, Enrico (2012) On the non-stationarity of financial time series: impact on optimal portfolio selection. Journal of Statistical Mechanics: Theory and Experiment, 2012. P07025. ISSN 1742-5468

M

Marckert, Jean-François and Wang, Minmin (2019) A new combinatorial representation of the additive coalescent. Random Structures and Algorithms, 54 (2). pp. 340-370. ISSN 1042-9832

Mehta, Dhagash, Hauenstein, Jonathan D, Niemerg, Matthew, Simm, Nicholas J and Stariolo, Daniel A (2015) Energy landscape of the finite-size mean-field 2-spin spherical model and topology trivialization. Physical Review E (PRE), 91. ISSN 1539-3755

Mezzadri, F and Simm, N (2012) Moments of the transmission eigenvalues, proper delay times and random matrix theory II. Journal of Mathematical Physics, 53 (5). 053504-1-053504-42. ISSN 0022-2488

Mezzadri, F and Simm, N J (2013) Tau-function theory of chaotic quantum transport with β = 1, 2, 4. Communications in Mathematical Physics, 324 (2). pp. 465-513. ISSN 0010-3616

O

Olivares-Sanchez, Hector Raul, Rodriguez-Martinez, Carlos Manuel, Coronel-Brizio, Hector Francisco, Scalas, Enrico, Seligman, Thomas Henry and Hernandez-Montoya, Alejandro Raul (2022) An empirical data analysis of "price runs" in daily financial indices: dynamically assessing market geometric distributional behavior. PLoS One, 17 (7). e0270492. ISSN 1932-6203

P

Ponta, Linda, Scalas, Enrico, Raberto, Marco and Cincotti, Silvano (2012) Statistical analysis and agent-based microstructure modeling of high-frequency financial trading. IEEE Journal of Selected Topics in Signal Processing, 6 (4). pp. 381-387. ISSN 1932-4553

Ponta, Linda, Trinh, Mailan, Raberto, Marco, Scalas, Enrico and Cincotti, Silvano (2019) Modeling non-stationarities in high-frequency financial time series. Physica A: Statistical Mechanics and its Applications, 521. pp. 173-196. ISSN 0378-4371

S

Scalas, Enrico (2017) Continuous-time statistics and generalized relaxation equations. European Physical Journal B: Condensed Matter and Complex Systems, 90 (11). p. 209. ISSN 1434-6028

Scalas, Enrico (2016) Random exchange models and the distribution of wealth. European Physical Journal - Special Topics, 225. pp. 3293-3298. ISSN 1951-6355

Scalas, Enrico and Viles, Noèlia (2012) On the convergence of quadratic variation for compound fractional Poisson processes. Fractional Calculus and Applied Analysis, 15 (2). pp. 314-331. ISSN 1311-0454

Simm, N J (2017) Central limit theorems for the real eigenvalues of large Gaussian random matrices. Random Matrices: Theory and Applications, 6. ISSN 2010-3263

Simm, Nick (2017) On the real spectrum of a product of Gaussian matrices. Electronic Communications in Probability, 22. a41 1-11. ISSN 1083-589X

T

Tsourtis, Anastasios, Harmandaris, Vagelis and Tsagkarogiannis, Dimitrios (2017) Parameterization of coarse-grained molecular interactions through potential of mean force calculations and cluster expansion techniques. Entropy, 19 (8). ISSN 1099-4300

W

Wang, Minmin (2016) Height and diameter of Brownian tree. Electronic Communications in Probability, 20 (88). pp. 1-15. ISSN 1083-589X

Wang, Minmin (2016) Scaling limits for a family of unrooted trees. Latin American Journal of Probability and Mathematical Statistics, 13 (2). pp. 1039-1067. ISSN 1980-0436