4 citations · 9 across the 6 of their papers we have counts for
6 papers · 1 filter
Myopic non-intersection in a periodic potential
Jonas Arista, Daniel Remenik, Avelio Sepúlveda
We introduce a class of Markov processes conditioned to avoid intersection over a moving time window of length T>0, a setting we refer to as myopic non-intersection. In particular,…
Matrix Whittaker processes
Jonas Arista, Elia Bisi, Neil O'Connell
We study a discrete-time Markov process on triangular arrays of matrices of size , driven by inverse Wishart random matrices. The components of the right edge evolve as mu…
Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices
Jonas Arista, Elia Bisi, Neil O'Connell
We establish analogues of the geometric Pitman theorem of Matsumoto and Yor and of the classical Dufresne identity, for a multiplicative random walk on positive definite mat…
Explicit expressions of the Hua-Pickrell semi-group
Jonas Arista, Nizar Demni
In this paper, we study the one-dimensional Hua-Pickrell diffusion. We start by revisiting the stationary case considered by E. Wong for which we supply omitted details and write d…
Loop-erased walks and random matrices
Jonas Arista, Neil O'Connell
It is well known that there are close connections between non-intersecting processes in one dimension and random matrices, based on the reflection principle. There is a generalisat…
Implicit renewal theory for exponential functionals of Lévy processes
Jonas Arista, Víctor M. Rivero
We establish a new integral equation for the probability density of the exponential functional of a Lévy process and provide a three-term (Wiener-Hopf type) factorisation of its la…