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pro vyhledávání: '"Arista, Jonas"'
Publikováno v:
Probab. Theory Relat. Fields, 187:203-257 (2023)
We study a discrete-time Markov process on triangular arrays of matrices of size $d\geq 1$, driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with one-sided
Externí odkaz:
http://arxiv.org/abs/2203.14868
We establish analogues of the geometric Pitman $2M-X$ theorem of Matsumoto and Yor and of the classical Dufresne identity, for a multiplicative random walk on positive definite matrices with Beta type II distributed increments. The Dufresne type iden
Externí odkaz:
http://arxiv.org/abs/2112.12558
Autor:
Arista, Jonas, Demni, Nizar
In this paper, we study the one-dimensional Hua-Pickrell diffusion. We start by revisiting the stationary case considered by E. Wong for which we supply omitted details and write down a unified expression of its semi-group density through the associa
Externí odkaz:
http://arxiv.org/abs/2008.07195
Autor:
Arista, Jonas, Rivero, Víctor
Publikováno v:
In Stochastic Processes and their Applications September 2023 163:262-287
Autor:
Arista, Jonas, O'Connell, Neil
Publikováno v:
J Stat Phys 177, 528--567 (2019)
It is well known that there are close connections between non-intersecting processes in one dimension and random matrices, based on the reflection principle. There is a generalisation of the reflection principle for more general (e.g. planar) process
Externí odkaz:
http://arxiv.org/abs/1901.07831
Autor:
Arista, Jonas1 (AUTHOR), Bisi, Elia2 (AUTHOR) elia.bisi@tuwien.ac.at, O'Connell, Neil3 (AUTHOR)
Publikováno v:
Probability Theory & Related Fields. Oct2023, Vol. 187 Issue 1/2, p203-257. 55p.
Akademický článek
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Autor:
Arista, Jonas, Rivero, Víctor M.
We establish a new integral equation for the probability density of the exponential functional of a L\'evy process and provide a three-term (Wiener-Hopf type) factorisation of its law. We explain how these results complement the techniques used in th
Externí odkaz:
http://arxiv.org/abs/1510.01809
Autor:
Arista, Jonas, Demni, Nizar
In this paper, we study the one-dimensional Hua-Pickrell diffusion. We start by revisiting the stationary case considered by E. Wong for which we supply omitted details and write down a unified expression of its semi-group density through the associa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b11b0c4d236b5ac0213147f2a18e62fb
https://hal.archives-ouvertes.fr/hal-03170464
https://hal.archives-ouvertes.fr/hal-03170464