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7 papers · 2 filters
Fragmenting random permutations
Christina Goldschmidt, James B. Martin, Dario Spanò
Problem 1.5.7 from Pitman's Saint-Flour lecture notes: Does there exist for each n a fragmentation process (Π_{n,k}, 1 \leq k \leq n) taking values in the space of partitions of {1…
Correction. Perfect simulation for a class of positive recurrent Markov chains
Stephen B. Connor, Wilfrid S. Kendall
Correction to Annals of Applied Probability 17 (2007) 781--808 [doi:10.1214/105051607000000032].
Ornstein-Uhlenbeck Processes on Lie Groups
Fabrice Baudoin, Martin Hairer, Josef Teichmann
We consider Ornstein-Uhlenbeck processes (OU-processes) associated to hypoelliptic diffusion processes on finite-dimensional Lie groups: let be a hypoelliptic, left…
Shannon-McMillan theorems for discrete random fields along curves and lower bounds for surface-order large deviations
Julia Brettschneider
The notion of a surface-order specific entropy h_c(P) of a two-dimensional discrete random field P along a curve c is introduced as the limit of rescaled entropies along lattice ap…
Determinantal transition kernels for some interacting particles on the line
A. B. Dieker, J. Warren
We find the transition kernels for four Markovian interacting particle systems on the line, by proving that each of these kernels is intertwined with a Karlin-McGregor type kernel.…
Dynamics for the Brownian web and the erosion flow
Chris Howitt, Jon Warren
The Brownian web is a random object that occurs as the scaling limit of an infinite system of coalescing random walks. Perturbing this system of random walks by, independently at e…