14 citations · 62 across the 27 of their papers we have counts for
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math.PR2017
Random surface growth and Karlin-McGregor polynomials
Theodoros Assiotis
We consider consistent dynamics for non-intersecting birth and death chains, originating from dualities of stochastic coalescing flows and one dimensional orthogonal polynomials. A…
math.PR2017
A matrix Bougerol identity and the Hua-Pickrell measures
Theodoros Assiotis
We prove a Hermitian matrix version of Bougerol's identity. Moreover, we construct the Hua-Pickrell measures on Hermitian matrices, as stochastic integrals with respect to a drifti…
math.PR2017
Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra
Theodoros Assiotis
We consider consistent diffusion dynamics, leaving the celebrated Hua-Pickrell measures, depending on a complex parameter , invariant. These, give rise to Feller-Markov processe…