Jana Reker
Contact Institute of Science and Technology Austria
Am Campus 1, 3400 Klosterneuburg
Austria
E-Mail jana.reker[at]ist.ac.at
About me
I started my undergraduate studies in mathematics and physics at TU Braunschweig through an early studies program that allowed me to take classes at the university parallel to my lessons in school. Following the Abitur, I continued my studies at TU Braunschweig and completed them in 2018. Afterward, I worked with the Institute of Mathematical Finance at Ulm University as a scientific employee.
I joined IST Austria in September 2020 to follow my passion for mathematical physics and am affiliated with the group of László Erdös. My research interests lie in the intersection of probability theory, analysis, and physics, in particular random matrices and related topics.
You can find my full CV here.
Publications and Preprints
Prethermalization for deformed Wigner matrices, with László Erdös, Joscha Henheik, and Volodymyr Riabov
Preprint: arXiv:2310.06677
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
Dynamics of a rank-one multiplicative perturbation of a unitary matrix, with Guillaume Dubach
Preprint: arXiv:2212.14638 Journal version: To appear in Random Matrices Theory Appl.
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
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.