Joseph Najnudel Institut de mathématiques de Toulouse - Université Paul Sabatier 118, route de Narbonne, F-31062 Toulouse Cedex 9 Tel. : +33561556916 e-mail: joseph.najnudel at math.univ-toulouse.fr Nationality: French Born 17.08.1981 Research interests Random matrix models and their infinite-dimensional generalizations. Stochastic processes, filtrations and applications to mathematical finance. Limiting probability measures constructed from the Brownian motion. Polymer models. Publications The following papers concern random matrix models and some of their infinite-dimensional generalizations: K. Maples, J. Najnudel, A. Nikeghbali: Limit operators for circular ensembles. Preprint (2013). http://arxiv.org/pdf/1304.3757 E. Kowalski, J. Najnudel, A. Nikeghbali: A characterization of limiting functions arising in mod-* convergence. Preprint (2013). http://arxiv.org/pdf/1304.2179 J. Najnudel, A. Nikeghbali, A. Rouault: Limit theorems for orthogonal polynomials related to circular ensembles. Preprint (2013). http://arxiv.org/pdf/1302.6501 Y. Barhoumi, C. Hughes, J. Najnudel, A. Nikeghbali: On the number of zeros of linear combinations of independent characteristic polynomials of random unitary matrices. Preprint (2013). http://arxiv.org/pdf/1301.5144 J. Najnudel, A. Nikeghbali: On a flow of operators associated to virtual permutations. To appear in Séminaire de Probabilités. http://arxiv.org/pdf/1008.4972v1
C. Hughes, J. Najnudel, A. Nikeghbali, D. Zeindler: Random permutation matrices under the generalized Ewens measure. Annals of Applied Probability, Volume 23, no. 3, pp. 987-1024 (2013). http://arxiv.org/pdf/1109.5010 J. Najnudel, A. Nikeghbali: The distribution of eigenvalues of randomized permutation matrices. Annales de l institut Fourier, Volume 63, no. 3, pp. 773-838 (2013). http://arxiv.org/pdf/1005.0402v1 P. Bourgade, J. Najnudel, A. Nikeghbali: A unitary extension of virtual permutations. International Math. Research Notices, Volume 2013, no. 18, pp. 4101-4134 (2012). http://arxiv.org/pdf/1102.2633v1 J. Najnudel, A. Nikeghbali, F. Rubin: Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble. Journal of Statistical Physics, Volume 137, no. 2, pp 373 406 (2009). http://arxiv.org/pdf/0901.4800v2 My main result on polymer models is given in the following article: J. Najnudel: Construction of an Edwards probability measure on C(R+,R). Annals of Probab., Volume 38, no. 6, pp. 2295-2321 (2010). http://arxiv.org/pdf/0801.2751v3 In the following articles, we study a family of σ-finite measures associated to a remarkable class of submartingales. Some of the results which are obtained are related to problems in mathematical finance. J. Najnudel, A. Nikeghbali: On penalisation results related with a remarkable class of submartingales. To appear in Markov Processes and Related Fields. http://arxiv.org/pdf/0911.4365v1 J. Najnudel, A. Nikeghbali: On some universal sigma-finite measures and some extensions of Doob s optional stopping theorem. Stochastic Process. Appl., Volume 122, no. 4, pp. 1582-1600 (2012). http://arxiv.org/pdf/0906.1782v1 J. Najnudel, A. Nikeghbali: On some properties of a universal sigmafinite measure associated with a remarkable class of submartingales. Publ. RIMS Kyoto Univ., Volume 47, pp. 911-936 (2011). http://arxiv.org/pdf/0911.2571v1
J. Najnudel, A. Nikeghbali: A new kind of augmentation of filtrations. ESAIM: Probability and Statistics, Volume 15, pp. S39 S57 (2011). http://arxiv.org/pdf/0910.4959v2 J. Najnudel, A. Nikeghbali: A remarkable σ-finite measure associated with last passage times and penalisation problems. Contemporary Quantitative Finance, Essays in Honour of Eckhard Platen, pp. 77-98, Springer (2010). http://arxiv.org/pdf/0912.1693v1 J. Najnudel, A. Nikeghbali: A new construction of the σ-finite measures associated with submartingales of class (Σ). C. R. Math. Acad. Sci. Paris, Volume 348, pp. 311-316 (2010). http://arxiv.org/pdf/0912.4768v1 The following papers are related to the topic of my PhD thesis (local times and Brownian penalizations): J. Najnudel, D. Stroock, M. Yor: On a flow of transformations of a Wiener space. Preprint (2011). To appear in: Proceedings of the 9th workshop on stochastic analysis and related fields. http://arxiv.org/pdf/1101.4974v1 J. Najnudel, B. Roynette, M. Yor: A global view of Brownian penalisations. MSJ Memoirs, Mathematical Society of Japan, Volume 19 (2009). http://arxiv.org/pdf/0905.2220v1 J. Najnudel: Penalizations of the Brownian motion by a functional of its local times. Stochastic Process. Appl., Volume 118, no. 8, pp. 1407 1433 (2008). J. Najnudel, B. Roynette, M. Yor: A remarkable sigma-finite measure on C(R+,R) related to many Brownian penalisations. C. R. Math. Acad. Sci. Paris, Volume 345, no. 8, pp. 459 466 (2007). J. Najnudel: Temps locaux et pénalisations browniennes (local times and Brownian penalisations). PhD thesis (2007). J. Najnudel: Pénalisations de l araignée brownienne (Penalizations of the Brownian spider). Ann. Inst. Fourier (Grenoble), Volume 57, no. 4, pp. 1063 1093 (2007). J. Najnudel: Integration with respect to self-intersection local time of a one-dimensional Brownian motion. Séminaire de Probabilités, Volume XL, pp. 105 116, Lecture Notes in Math. 1899, Springer, Berlin, 2007.
Employment 09.2012 - present Maître de Conférences at the Université Paul Sabatier, Toulouse. 06.2008-08.2012 Lecturer at the University of Zurich. 03.2008-05.2008 Postdoctorant at the University of Zurich, in the working group of Prof. Bolthausen. 09.2007-02.2008 Postdoctorant at the ETH Zurich, in the working group of Prof. Sznitman. Scientific education 12.2011 Defense of my habilitation à diriger des recherches, at the University Paris VI (France): a diploma which allows to apply for a professorship in France. 12.2003-08.2007 PhD student at the University Paris VI, under the supervision of Prof. Yor (defense in June 2007). 09.2000-08.2004 Student at the Ecole Normale Supérieure of Paris. 09.2002-07.2003 Agrégation de Mathématiques, the most prestigious french competition selecting people on their ability to teach (rank 1). 09.2001-09.2002 DEA (Diploma of Advanced Studies, 2nd year of Master s Degree), in probability theory (stochatstic processes), University Paris VI. 09.2000-09.2001 Maîtrise in Mathematics (1st year of Master s Degree), University Paris VI. 09.1998-07.2000 Preparatory classes at the lycée Louis le Grand (Paris). Teaching activity 09.2013-12.2013 Convergence of probability measures and large deviations, a fifth year (master 2) course, for students planning to do research in mathematics. 01.2013-06.2013 General course in mathematics for first year students preparing competition to enter in engineering schools.
09.2012-12.2013 General course in mathematics for third year students in economics. 02.2012-08.2012 Stochastic simulation (course and exercises), a third year course where I teach the methods of simulation of random variables and Markov processes, the Monte- Carlo methods, etc. The students are programming in Matlab. 07.2009 Stochastic processes and their applications, Berlin. 02.2011-09.2011 Probability theory (course, and organization of the exercise classes with the assistants). This course is the first probabilistic course for the students, from the second year level. 09.2008-01.2011 Introduction to mathematical finance (course and exercises), second year level and higher. 09.2004-08.2007 Calculus and introduction to number theory (exercises), at first and second year levels. Activity of supervision 2015 Two master theses (M2), one by a student applying for a PhD under my supervision. 2015 Supervision of a bachelor (L3) project, on the coin tossing. 2013 Supervision of a master thesis (M2) on the asymptotics of random permutations (defense in September 2013). Main recent talks 10.2013 Séminaire de Probabilités, Université de Strasbourg (two talks). 06.2013 Probability seminar, Fields Institue, Toronto. 03.2013 Séminaire de Probabilités, Université de Strasbourg. 01.2012 Colloquium, Mathematisches Institut, Universität Freiburg. 01.2012 Séminaire de Probabilités, Université de Strasbourg. 11.2011 Probability seminar, Fields Institute, Toronto.
03.2011 Seminar über stochastische Prozesse, probability seminar of the ETH and the University of Zurich. 07.2010 Disentis summer school, Switzerland. 06.2010 Probability seminar, Fields Institute, Toronto. 04.2010 Workshop on Random Matrices, University of Zurich. 07.2009 Stochastic processes and their applications, Berlin. 06.2009 Conference in honor of the 60th birthday of Marc Yor, Institut Henri Poincaré, Paris. 06.2009 Conference on random matrices ( Journées Matrices Aléatoires ), Insititut Henri Poincaré, Paris. 10.2008 Conference Random matrices, L-functions and primes, ETH Zurich. 07.2008 Disentis summer school, Switzerland. 05.2008 Séminaire de Probabilités, Institut Fourier, Grenoble. 04.2008 Symposium in Mathematics, University of Zurich. Events 04.2010 Organization, with Prof. Nikeghbali, of the conference: Workshop on Random Matrices, at the University of Zurich. 07.2006 Teaching at a summer school organized by the Bocconi university (Italy): 30 hours of lecture and exercises on the topic of my PhD. 10.2005 Mini-course at the university of Warwick (UK). Languages French: mother tongue. English: fluent. German: B1 certificate of the Goethe Institute. Music I play the piano in a very intensive way. Between 1997 and 2007, I was a student at the Conservatory of Paris, where I have obtained several prizes and awards. I am regularly doing concerts of classical music, and I have composed many works for piano.