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Showing 2005 · math.PRShow all
3 papers · 2 filters
math.PR2005
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…
math.PR2005
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…
math.PR2005
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…