A unified theory of volume, volatility and impact
By Mathieu Rosenbaum
Optimal mean-field coarse-correlated equilibriaa linear-programming and no-regret approach
By Luciano Campi
Appears in collection : Probabilistic limit theorems for dynamical systems / Théorèmes limites probabilistes pour les systèmes dynamiques
We investigate the diffusion and statistical properties of Lorentz gas with cusps at flat points. This is a modification of dispersing billiards with cusps. The decay rates are proven to depend on the degree of the flat points, which varies from $n^{-a}$, for $ a\in (0,\infty)$. The stochastic processes driven by these systems enjoy stable law and have super-diffusion driven by Lévy process. This is a joint work with Paul Jung and Françoise Pène.