Zobrazeno 1 - 10
of 208
pro vyhledávání: '"warren, Jon"'
Autor:
Vidmar, Matija, Warren, Jon
The stochastic noise of splitting, defined initially on the (basic) algebra of unions of intervals of the real line, is extended to a maximal class of domains. The $\sigma$-fields of this largest extension constitute the completion, in the sense of n
Externí odkaz:
http://arxiv.org/abs/2407.05144
Autor:
Vidmar, Matija, Warren, Jon
The times of Brownian local minima, maxima and their union are three distinct examples of local, stationary, dense, random countable sets associated with classical Wiener noise. Being local means, roughly, determined by the local behavior of the samp
Externí odkaz:
http://arxiv.org/abs/2212.06003
Autor:
Brockington, Dom, Warren, Jon
We study a simple model for the trajectory of a particle in a turbulent fluid, where a Brownian motion travels through a random Gaussian velocity field. We study the quenched law of the process and prove that in a weak environment setting, the fluctu
Externí odkaz:
http://arxiv.org/abs/2208.11952
Autor:
Brockington, Dom, Warren, Jon
We consider a diffusion in $\mathbb{R}^n$ whose coordinates each behave as one-dimensional Brownian motions, that behave independently when apart, but have a sticky interaction when they meet. The diffusion in $\mathbb{R}^n$ can be viewed as the $n$-
Externí odkaz:
http://arxiv.org/abs/2104.06482
Autor:
Vidmar, Matija1 (AUTHOR) matija.vidmar@fmf.uni-lj.si, Warren, Jon2 (AUTHOR)
Publikováno v:
Probability Theory & Related Fields. Apr2024, Vol. 188 Issue 3/4, p1063-1129. 67p.
We establish the asymptotics of the joint moments of the characteristic polynomial of a random unitary matrix and its derivative for general real values of the exponents, proving a conjecture made by Hughes in 2001. Moreover, we give a probabilistic
Externí odkaz:
http://arxiv.org/abs/2005.13961
Autor:
Brockington, Dom, Warren, Jon
Publikováno v:
In Stochastic Processes and their Applications August 2023 162:1-48
Autor:
FitzGerald, Will, Warren, Jon
This paper proves an equality in law between the invariant measure of a reflected system of Brownian motions and a vector of point-to-line last passage percolation times in a discrete random environment. A consequence describes the distribution of th
Externí odkaz:
http://arxiv.org/abs/1904.03253
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes are interlac
Externí odkaz:
http://arxiv.org/abs/1607.07182
Autor:
Lun, Chin Hang, Warren, Jon
We show that solutions of the stochastic heat equation driven by space-time white noise, although not smooth, meaningfully solve the two-dimensional Toda equations. Then by extending our arguments we show the time evolution of the multilayer process
Externí odkaz:
http://arxiv.org/abs/1606.05139