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Vargas, Vincent

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Author ID: vargas.vincent Recent zbMATH articles by "Vargas, Vincent"
Published as: Vargas, Vincent; Vargas, V.
Documents Indexed: 43 Publications since 2006

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 848 times in 287 Documents Cited by Year
Gaussian multiplicative chaos and applications: a review. Zbl 1316.60073
Rhodes, Rémi; Vargas, Vincent
119
2014
Renormalization of critical Gaussian multiplicative chaos and KPZ relation. Zbl 1297.60033
Duplantier, Bertrand; Rhodes, Rémi; Sheffield, Scott; Vargas, Vincent
56
2014
Liouville quantum gravity on the Riemann sphere. Zbl 1336.83042
David, François; Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
55
2016
Critical Gaussian multiplicative chaos: convergence of the derivative martingale. Zbl 1306.60055
Duplantier, Bertrand; Rhodes, Rémi; Sheffield, Scott; Vargas, Vincent
53
2014
KPZ formula for log-infinitely divisible multifractal random measures. Zbl 1268.60070
Rhodes, Rémi; Vargas, Vincent
53
2011
Gaussian multiplicative chaos revisited. Zbl 1191.60066
Robert, Raoul; Vargas, Vincent
52
2010
Gaussian multiplicative chaos and KPZ duality. Zbl 1287.83019
Barral, Julien; Jin, Xiong; Rhodes, Rémi; Vargas, Vincent
36
2013
Liouville Brownian motion. Zbl 1393.60015
Garban, Christophe; Rhodes, Rémi; Vargas, Vincent
36
2016
Majorizing multiplicative cascades for directed polymers in random media. Zbl 1105.60074
Comets, Francis; Vargas, Vincent
34
2006
Lognormal \(\star\)-scale invariant random measures. Zbl 1278.60083
Allez, Romain; Rhodes, Rémi; Vargas, Vincent
26
2013
Complex Gaussian multiplicative chaos. Zbl 1322.60065
Lacoin, Hubert; Rhodes, Rémi; Vargas, Vincent
22
2015
Strong localization and macroscopic atoms for directed polymers. Zbl 1113.60097
Vargas, Vincent
21
2007
On the heat kernel and the Dirichlet form of Liouville Brownian motion. Zbl 1334.60175
Rhodes, Rémi; Garban, Christophe; Vargas, Vincent
20
2014
Limiting laws of supercritical branching random walks. Zbl 1260.60173
Barral, Julien; Rhodes, Rémi; Vargas, Vincent
20
2012
Gaussian multiplicative chaos and Liouville quantum gravity. Zbl 1386.60139
Rhodes, Rémi; Vargas, Vincent
17
2017
Glassy phase and freezing of log-correlated Gaussian potentials. Zbl 1341.60094
Madaule, Thomas; Rhodes, Rémi; Vargas, Vincent
17
2016
Multidimensional multifractal random measures. Zbl 1201.60046
Rhodes, Rémi; Vargas, Vincent
17
2010
Liouville quantum gravity on the unit disk. Zbl 1404.60071
Huang, Yichao; Rhodes, Rémi; Vargas, Vincent
17
2018
Liouville heat kernel: regularity and bounds. Zbl 1359.35088
Maillard, P.; Rhodes, R.; Vargas, V.; Zeitouni, O.
15
2016
Hydrodynamic turbulence and intermittent random fields. Zbl 1157.60322
Robert, Raoul; Vargas, Vincent
14
2008
Log-correlated Gaussian fields: an overview. Zbl 1366.60023
Duplantier, Bertrand; Rhodes, Rémi; Sheffield, Scott; Vargas, Vincent
12
2017
Liouville quantum gravity on complex tori. Zbl 1362.81082
David, François; Rhodes, Rémi; Vargas, Vincent
12
2016
KPZ formula derived from Liouville heat kernel. Zbl 1356.60119
Berestycki, Nathanaël; Garban, Christophe; Rhodes, Rémi; Vargas, Vincent
12
2016
Spectral dimension of Liouville quantum gravity. Zbl 1305.83036
Rhodes, Rémi; Vargas, Vincent
12
2014
Integrability of Liouville theory: proof of the DOZZ formula. Zbl 1432.81055
Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
12
2020
Forecasting volatility with the multifractal random walk model. Zbl 1279.60051
Duchon, Jean; Robert, Raoul; Vargas, Vincent
10
2012
Levy multiplicative chaos and star scale invariant random measures. Zbl 1295.60064
Rhodes, Rémi; Sohier, Julien; Vargas, Vincent
9
2014
Scaling limits for symmetric Itô-Lévy processes in random medium. Zbl 1189.60068
Rhodes, Rémi; Vargas, Vincent
8
2009
A local limit theorem for directed polymers in random media: the continuous and the discrete case. Zbl 1104.60067
Vargas, Vincent
8
2006
Liouville Brownian motion at criticality. Zbl 1333.81224
Rhodes, Rémi; Vargas, Vincent
8
2015
The DOZZ formula from the path integral. Zbl 1391.83114
Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
7
2018
Local conformal structure of Liouville quantum gravity. Zbl 07135154
Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
7
2019
Renormalizability of Liouville quantum field theory at the Seiberg bound. Zbl 1386.81131
David, François; Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
6
2017
The glassy phase of complex branching Brownian motion. Zbl 1322.60177
Madaule, Thomas; Rhodes, Rémi; Vargas, Vincent
5
2015
Polyakov’s formulation of \(2d\) bosonic string theory. Zbl 07130247
Guillarmou, Colin; Rhodes, Rémi; Vargas, Vincent
5
2019
The tail expansion of Gaussian multiplicative chaos and the Liouville reflection coefficient. Zbl 1448.60108
Rhodes, Rémi; Vargas, Vincent
5
2019
Gaussian multiplicative chaos for symmetric isotropic matrices. Zbl 1264.82008
Chevillard, Laurent; Rhodes, Rémi; Vargas, Vincent
5
2013
Optimal transportation for multifractal random measures and applications. Zbl 1296.60130
Rhodes, Rémi; Vargas, Vincent
2
2013
Semiclassical limit of Liouville field theory. Zbl 1367.81068
Lacoin, Hubert; Rhodes, Rémi; Vargas, Vincent
1
2017
Skew and implied leverage effect: smile dynamics revisited. Zbl 1337.91113
Vargas, Vincent; Dao, Tung-Lam; Bouchaud, Jean-Philippe
1
2015
On a skewed and multifractal unidimensional random field, as a probabilistic representation of Kolmogorov’s views on turbulence. Zbl 07120697
Chevillard, Laurent; Garban, Christophe; Rhodes, Rémi; Vargas, Vincent
1
2019
Integrability of Liouville theory: proof of the DOZZ formula. Zbl 1432.81055
Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
12
2020
Local conformal structure of Liouville quantum gravity. Zbl 07135154
Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
7
2019
Polyakov’s formulation of \(2d\) bosonic string theory. Zbl 07130247
Guillarmou, Colin; Rhodes, Rémi; Vargas, Vincent
5
2019
The tail expansion of Gaussian multiplicative chaos and the Liouville reflection coefficient. Zbl 1448.60108
Rhodes, Rémi; Vargas, Vincent
5
2019
On a skewed and multifractal unidimensional random field, as a probabilistic representation of Kolmogorov’s views on turbulence. Zbl 07120697
Chevillard, Laurent; Garban, Christophe; Rhodes, Rémi; Vargas, Vincent
1
2019
Liouville quantum gravity on the unit disk. Zbl 1404.60071
Huang, Yichao; Rhodes, Rémi; Vargas, Vincent
17
2018
The DOZZ formula from the path integral. Zbl 1391.83114
Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
7
2018
Gaussian multiplicative chaos and Liouville quantum gravity. Zbl 1386.60139
Rhodes, Rémi; Vargas, Vincent
17
2017
Log-correlated Gaussian fields: an overview. Zbl 1366.60023
Duplantier, Bertrand; Rhodes, Rémi; Sheffield, Scott; Vargas, Vincent
12
2017
Renormalizability of Liouville quantum field theory at the Seiberg bound. Zbl 1386.81131
David, François; Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
6
2017
Semiclassical limit of Liouville field theory. Zbl 1367.81068
Lacoin, Hubert; Rhodes, Rémi; Vargas, Vincent
1
2017
Liouville quantum gravity on the Riemann sphere. Zbl 1336.83042
David, François; Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent
55
2016
Liouville Brownian motion. Zbl 1393.60015
Garban, Christophe; Rhodes, Rémi; Vargas, Vincent
36
2016
Glassy phase and freezing of log-correlated Gaussian potentials. Zbl 1341.60094
Madaule, Thomas; Rhodes, Rémi; Vargas, Vincent
17
2016
Liouville heat kernel: regularity and bounds. Zbl 1359.35088
Maillard, P.; Rhodes, R.; Vargas, V.; Zeitouni, O.
15
2016
Liouville quantum gravity on complex tori. Zbl 1362.81082
David, François; Rhodes, Rémi; Vargas, Vincent
12
2016
KPZ formula derived from Liouville heat kernel. Zbl 1356.60119
Berestycki, Nathanaël; Garban, Christophe; Rhodes, Rémi; Vargas, Vincent
12
2016
Complex Gaussian multiplicative chaos. Zbl 1322.60065
Lacoin, Hubert; Rhodes, Rémi; Vargas, Vincent
22
2015
Liouville Brownian motion at criticality. Zbl 1333.81224
Rhodes, Rémi; Vargas, Vincent
8
2015
The glassy phase of complex branching Brownian motion. Zbl 1322.60177
Madaule, Thomas; Rhodes, Rémi; Vargas, Vincent
5
2015
Skew and implied leverage effect: smile dynamics revisited. Zbl 1337.91113
Vargas, Vincent; Dao, Tung-Lam; Bouchaud, Jean-Philippe
1
2015
Gaussian multiplicative chaos and applications: a review. Zbl 1316.60073
Rhodes, Rémi; Vargas, Vincent
119
2014
Renormalization of critical Gaussian multiplicative chaos and KPZ relation. Zbl 1297.60033
Duplantier, Bertrand; Rhodes, Rémi; Sheffield, Scott; Vargas, Vincent
56
2014
Critical Gaussian multiplicative chaos: convergence of the derivative martingale. Zbl 1306.60055
Duplantier, Bertrand; Rhodes, Rémi; Sheffield, Scott; Vargas, Vincent
53
2014
On the heat kernel and the Dirichlet form of Liouville Brownian motion. Zbl 1334.60175
Rhodes, Rémi; Garban, Christophe; Vargas, Vincent
20
2014
Spectral dimension of Liouville quantum gravity. Zbl 1305.83036
Rhodes, Rémi; Vargas, Vincent
12
2014
Levy multiplicative chaos and star scale invariant random measures. Zbl 1295.60064
Rhodes, Rémi; Sohier, Julien; Vargas, Vincent
9
2014
Gaussian multiplicative chaos and KPZ duality. Zbl 1287.83019
Barral, Julien; Jin, Xiong; Rhodes, Rémi; Vargas, Vincent
36
2013
Lognormal \(\star\)-scale invariant random measures. Zbl 1278.60083
Allez, Romain; Rhodes, Rémi; Vargas, Vincent
26
2013
Gaussian multiplicative chaos for symmetric isotropic matrices. Zbl 1264.82008
Chevillard, Laurent; Rhodes, Rémi; Vargas, Vincent
5
2013
Optimal transportation for multifractal random measures and applications. Zbl 1296.60130
Rhodes, Rémi; Vargas, Vincent
2
2013
Limiting laws of supercritical branching random walks. Zbl 1260.60173
Barral, Julien; Rhodes, Rémi; Vargas, Vincent
20
2012
Forecasting volatility with the multifractal random walk model. Zbl 1279.60051
Duchon, Jean; Robert, Raoul; Vargas, Vincent
10
2012
KPZ formula for log-infinitely divisible multifractal random measures. Zbl 1268.60070
Rhodes, Rémi; Vargas, Vincent
53
2011
Gaussian multiplicative chaos revisited. Zbl 1191.60066
Robert, Raoul; Vargas, Vincent
52
2010
Multidimensional multifractal random measures. Zbl 1201.60046
Rhodes, Rémi; Vargas, Vincent
17
2010
Scaling limits for symmetric Itô-Lévy processes in random medium. Zbl 1189.60068
Rhodes, Rémi; Vargas, Vincent
8
2009
Hydrodynamic turbulence and intermittent random fields. Zbl 1157.60322
Robert, Raoul; Vargas, Vincent
14
2008
Strong localization and macroscopic atoms for directed polymers. Zbl 1113.60097
Vargas, Vincent
21
2007
Majorizing multiplicative cascades for directed polymers in random media. Zbl 1105.60074
Comets, Francis; Vargas, Vincent
34
2006
A local limit theorem for directed polymers in random media: the continuous and the discrete case. Zbl 1104.60067
Vargas, Vincent
8
2006
all top 5

Cited by 274 Authors

28 Vargas, Vincent
27 Rhodes, Rémi
25 Gwynne, Ewain
19 Miller, Jason P.
11 Sun, Xin
11 Webb, Christian
10 Ding, Jian
10 Holden, Nina
9 Sheffield, Scott
8 Kupiainen, Antti
8 Saksman, Eero
7 Comets, Francis M.
7 Garban, Christophe
7 Lacoin, Hubert
7 Zeitouni, Ofer
6 Barral, Julien
6 Louidor, Oren
6 Ostrovskii, Dmitrii M.
5 Aru, Juhan
5 Bates, Erik
5 Berestycki, Nathanaël
5 Chevillard, Laurent
5 Fyodorov, Yan V.
5 Jin, Xiong
5 Lambert, Gaultier
5 Pfeffer, Joshua
5 Rassoul-Agha, Firas
5 Seppäläinen, Timo
5 Sepúlveda, Avelio
5 Yoshida, Nobuo
4 Arguin, Louis-Pierre
4 Biskup, Marek
4 Chatterjee, Sourav
4 Cosco, Clément
4 David, François
4 Duplantier, Bertrand
4 Falconet, Hugo
4 Madaule, Thomas
4 Muravnik, Andreĭ Borisovich
4 Nikula, Miika
4 Powell, Ellen
4 Remy, Guillaume F.
4 Zhang, Fuxi
3 Ang, Morris
3 Chen, Linan
3 Dubédat, Julien
3 Georgiou, Nicos
3 Hartung, Lisa Bärbel
3 Liu, Quansheng
3 Piatnitski, Andrey L.
3 Rosenbaum, Mathieu
3 Wong, Mo Dick
3 Zhizhina, Elena Anatol’evna
2 Abdesselam, Abdelmalek
2 Alberts, Tom
2 Allez, Romain
2 Andres, Sebastian
2 Bautista, Teresa
2 Belius, David
2 Clark, Jeremy Thane
2 Cortines, Aser
2 Cranston, Michael Craig
2 Dunlap, Alexander
2 Duvernet, Laurent
2 Erbin, Harold
2 Fukushima, Masatoshi
2 Gatheral, Jim
2 Huang, Yichao
2 Jego, Antoine
2 Junnila, Janne
2 Kajino, Naotaka
2 Kleptsyn, Victor A.
2 Koshida, Shinji
2 Le Doussal, Pierre
2 Mentemeier, Sebastian
2 Moreno, Gregorio
2 Moriconi, Luca
2 Mörters, Peter
2 Mukherjee, Chiranjib
2 Nakashima, Makoto
2 Oikarinen, Joona
2 Oz, Yaron
2 Pain, Michel
2 Pereira, Rodrigo M.
2 Qian, Wei
2 Ray, Gourab
2 Sandrić, Nikola
2 Shin, Jiyong
2 Watbled, Frédérique
2 Watson, Samuel S.
2 Wei, Ran
2 Wilson, David Bruce
2 Yilmaz, Atilla
2 Zygouras, Nikolaos
1 Abe, Yoshihiro
1 Abry, Patrice
1 Aidekon, Elie E. F.
1 Akemann, Gernot
1 Alëshkin, Konstantin Romanovich
1 Alòs, Elisa
...and 174 more Authors
all top 5

Cited in 63 Serials

41 Communications in Mathematical Physics
35 The Annals of Probability
25 Probability Theory and Related Fields
19 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
17 Electronic Journal of Probability
15 Journal of Statistical Physics
7 Journal of High Energy Physics
7 Annales Henri Poincaré
6 Statistics & Probability Letters
6 The Annals of Applied Probability
6 Stochastic Processes and their Applications
6 Electronic Communications in Probability
5 Journal of Mathematical Physics
4 Journal of Functional Analysis
4 Transactions of the American Mathematical Society
3 Journal of Fluid Mechanics
3 Duke Mathematical Journal
3 Inventiones Mathematicae
3 Journal of Theoretical Probability
3 Potential Analysis
3 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Communications on Pure and Applied Mathematics
2 Journal of Mathematical Analysis and Applications
2 Letters in Mathematical Physics
2 Advances in Mathematics
2 Annales de l’Institut Fourier
2 Publications Mathématiques
2 SIAM Journal on Mathematical Analysis
2 Bernoulli
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Journal of Evolution Equations
2 Quantitative Finance
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Journal of Statistical Mechanics: Theory and Experiment
2 Complex Variables and Elliptic Equations
2 Journal of Physics A: Mathematical and Theoretical
2 Probability Surveys
2 Actes des Rencontres du C.I.R.M.
1 Nonlinearity
1 Nuclear Physics. B
1 Physica A
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Reviews in Mathematical Physics
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 The Annals of Statistics
1 Journal of Applied Probability
1 Journal of the London Mathematical Society. Second Series
1 Memoirs of the American Mathematical Society
1 Proceedings of the London Mathematical Society. Third Series
1 Stochastic Analysis and Applications
1 Computational Mathematics and Mathematical Physics
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Indagationes Mathematicae. New Series
1 Calculus of Variations and Partial Differential Equations
1 Journal of Mathematical Sciences (New York)
1 Stochastics and Dynamics
1 Journal of the Institute of Mathematics of Jussieu
1 Electronic Journal of Statistics
1 SIAM Journal on Imaging Sciences
1 \(p\)-Adic Numbers, Ultrametric Analysis, and Applications
1 Forum of Mathematics, Pi
1 Stochastic and Partial Differential Equations. Analysis and Computations
1 ISRN Probability and Statistics

Citations by Year