498 citations
- University of California, DavisUS23 papers
- University of California, BerkeleyUS19 papers
- University of California, Santa CruzUS8 papers
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- Weizmann Institute of ScienceIL7 papers
- Centre National de la Recherche ScientifiqueFR6 papers
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- The University of TokyoJP5 papers
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Showing 2011 · math.PRShow all
3 papers · 2 filters
math.PR2011★ 2 cited
Convergence rates for rank-based models with applications to portfolio theory
Tomoyuki Ichiba, Soumik Pal, Mykhaylo Shkolnikov
We determine rates of convergence of rank-based interacting diffusions and semimartingale reflecting Brownian motions to equilibrium. Convergence rate for the total variation metri…
math.PR2011★ 1 cited
Mixing of the upper triangular matrix walk
Yuval Peres, Allan Sly
We study a natural random walk over the upper triangular matrices, with entries in the field , generated by steps which add row to row . We show that the mixing time…
math.PR2011★ 1 cited
Uniqueness in Law for a Class of Degenerate Diffusions with Continuous Covariance
Gerard Brunick
We study the martingale problem associated with the operator , where $d…