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
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
On the operator norm of a Hermitian random matrix with correlated entries
Preprint: arXiv:2103.03906 Published version: Random Matrices: Theory Appl. 11(4), 2250036, 2022.
Short-time behavior of solutions to Lévy-driven SDEs
Preprint: arXiv:2008.00526 Published 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 Published 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 Published version: Stochastic Process. Appl. 140, 115-146, 2021.
Existence of resonances for the spin-boson model with critical coupling function
Preprint: arXiv:1805.02263 Published 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)
Time Series (exercise class)
Time Series Econometrics (exercise class)
Exteme Value Theory (exercise class)
SDEs and Applications (co-instructor student seminar)
Time Series Modelling in Continuous Time (co-instructor student seminar)
Maßtheorie (exercise class)
Mathematik für Wirtschaftswissenschaftler (exercise class)
Weiterführende Mathematik und Statistik für Wirtschaftswissenschaften (exercise class)
TU Braunschweig
Ingenieurmathematik I/II für Schüler (exercise class for secondary school students)
Ingenieurmathematik III für Schüler (exercise class for secondary school students)
Analysis 1 für Schüler (exercise class for secondary school students)