T. Assiotis

activity

20162026

most citedInterlacing Diffusions

14 citations · 62 across the 27 of their papers we have counts for

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2 papers · 1 filter

math.PR2016

Intertwinings for general $β$ -Laguerre and $β$ -Jacobi processes

Theodoros Assiotis

We show that for $β \geq 1$ the semigroups of $β$ -Laguerre and $β$ -Jacobi processes of different dimensions are intertwined in analogy to a similar result for $β$ -Dyson Brownian moti…

math.PR2016★ 14 cited

Interlacing Diffusions

Theodoros Assiotis, Neil O'Connell, Jon Warren

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…

Intertwinings for general β-Laguerre and β-Jacobi processes

Interlacing Diffusions

Intertwinings for general $β$ -Laguerre and $β$ -Jacobi processes