4 citations · 7 across the 2 of their papers we have counts for
2 papers
math.PR2007★ 3 cited
Exit problems associated with affine reflection groups
Yan Doumerc, John Moriarty
We obtain a formula for the distribution of the first exit time of Brownian motion from the alcove of an affine Weyl group. In most cases the formula is expressed compactly, in ter…
math.PR2002★ 4 cited
An asymptotic link between LUE and GUE and its spectral interpretation
Yan Doumerc
We use a matrix central-limit theorem which makes the Gaussian Unitary Ensemble appear as a limit of the Laguerre Unitary Ensemble together with an observation due to Johansson in…