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6 papers · 1 filter
Dyson's Brownian motions, intertwining and interlacing
Jon Warren
A family of reflected Brownian motions is used to construct Dyson's process of non-colliding Brownian motions. A number of explicit formulae are given, including one for the distri…
Random orderings of the integers and card shuffling
Saul Jacka, Jon Warren
In this paper we study random orderings of the integers with a certain invariance property. We describe all such orders in a simple way. We define and represent random shuffles of…
Dynamics and Endogeny for recursive processes on trees
Jon Warren
We consider stochastic processes indexed by the vertices of an infinite binary tree having a simple recursive structure. The value at any vertex is some fixed function of the value…
Markov chain comparison
Martin Dyer, Leslie Ann Goldberg, Mark Jerrum +1
This is an expository paper, focussing on the following scenario. We have two Markov chains, and . By some means, we have obtained a bound on the mixi…
A stochastic flow arising in the study of local times
Jon Warren
A stochastic flow of homeomorphisms of the real line previously studied by Bass and Burdzy is shown to arise in describing a Brownian motion conditional on knowing its local times…
Measure convolution semigroups and non-infinitely divisible probability distributions
Aubrey Wulfsohn
Let be a probability measure (or corresponding random variable) such that all moments exist. Knowledge of the moments is not sufficient to determine infinite divisibility…