Vincent Vargas
Researcher
Department of Mathematics and Applications
Ecole Normale Superieure (ENS)
France
Biography
I am currently a CNRS Research fellow at the DMA (mathematics departement of the Ecole Normale supérieure of Paris).
Research Interest
I am interested in applied and theoretical probability. More specifically, my research topics are: directed polymers, Gaussian multiplicative chaos, Liouville quantum gravity (or Liouville field theory), turbulence, modeling and forecasting volatility.
Publications
-
R. Rhodes, V. Vargas (2013), Liouville Brownian motion at criticality, Potential Analysis.
-
H. Lacoin, R. Rhodes, V. Vargas (2014), Large deviations for random surfaces: the hyperbolic nature of Liouville Field Theory, Journal of Functional Analysis.
-
P. Maillard, R. Rhodes, V. Vargas, O. Zeitouni (2014), Liouville heat kernel: regularity and bounds, Annales de l'IHP.
