Jana Reker

Publications and Preprints

• LDP for the largest eigenvalue of Kronecker random matrices, with Alice Guionnet and Jonathan Husson

Preprint: arXiv:2512.15953

• Une brève histoire des perturbations non hermitiennes de rang un (in French), with Guillaume Dubach

     Published version: Gazette SMF 182, 14-26, 2024. (A preprint with some minor updates is available at arXiv:2601.02834.)

• Prethermalization for deformed Wigner matrices, with László Erdös, Joscha Henheik, and Volodymyr Riabov

Preprint: arXiv:2310.06677 Journal version: Ann. Henri Poincaré 26, 1991-2033, 2025.

• Fluctuation moments for regular functions of Wigner matrices

Preprint: arXiv:2307.11029 Journal version: Math. Phys. Anal. Geom. 27, 10, 2024.

• Multi-point functional central limit theorem for Wigner matrices

Preprint: arXiv:2307.11028 Journal version: Electron. J. Probab. 29, 1-49, 2024.

• Dynamics of a rank-one multiplicative perturbation of a unitary matrix, with Guillaume Dubach

Preprint: arXiv:2212.14638 Journal version: Random Matrices Theory Appl. 13(2), 2450007, 2024.

• On the operator norm of a Hermitian random matrix with correlated entries

Preprint: arXiv:2103.03906 Journal version: Random Matrices: Theory Appl. 11(4), 2250036, 2022. 

• Short-time behavior of solutions to Lévy-driven SDEs

Preprint: arXiv:2008.00526 Journal version: J. Appl. Prob. 60(3), 265-780, 2023.

• On the law of killed exponential functionals, with Anita Behme and Alexander Lindner

Preprint:  arXiv:2003.02073 Journal version: Electron. J. Probab. 26, 1-35, 2021.

• Support and continuity properties of killed exponential functionals, with Anita Behme, Alexander Lindner, and Victor Rivero

Preprint: arXiv:1912.03052 Journal version: Stochastic Process. Appl. 140, 115-146, 2021.

• Existence of resonances for the spin-boson model with critical coupling function

Preprint: arXiv:1805.02263 Journal version:  J. Math. Anal. Appl. 483(2), 123628, 2020.

Teaching

Université Lyon 1

• Analyse 4 (Analysis 4), exercise class

IST Austria

• Mathematics for Quantitative Life Scientists: Probability and Statistical Inference, course instructor

Ulm University

• Financial Mathematics I, exercise class and tutorial

• Maßtheorie (Measure Theory), exercise class

• Extreme Value Theory, exercise class

• Student Seminar on SDEs and Applications, co-instructor

• Mathematik für Wirtschaftswissenschaftler (Mathematics for Economists), exercise class

• Time Series, exercise class

• Student Seminar on Time Series Modelling in Continuous Time, co-instructor

• Weiterführende Mathematik und Statistik für Wirtschaftswissenschaften (Advanced Mathematics and Statistics for Economists), exercise class

• Time Series Econometrics, exercise class

TU Braunschweig

• Ingenieurmathematik I/II für Schüler (Mathematics in Engineering I/II for Secondary School Students), exercise class

• Ingenieurmathematik III für Schüler (Mathematics in Engineering III for Secondary School Students), exercise class

• Analysis 1 für Schüler (Analysis 1 for Secondary School Students), exercise class

You can find more information on TU Braunschweig's "Mathelok" program for secondary school students here.