38 citations · 150 across the 39 of their papers we have counts for
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math.PR2016
Intertwinings of beta-Dyson Brownian motions of different dimensions
Kavita Ramanan, Mykhaylo Shkolnikov
We show that for all positive beta the semigroups of beta-Dyson Brownian motions of different dimensions are intertwined. The proof relates beta-Dyson Brownian motions directly to…
math.PR2016
SPDE limit of the global fluctuations in rank-based models
Praveen Kolli, Mykhaylo Shkolnikov
We consider systems of diffusion processes ("particles") interacting through their ranks (also referred to as "rank-based models" in the mathematical finance literature). We show t…
math.PR2016
Stochastic Airy semigroup through tridiagonal matrices
Vadim Gorin, Mykhaylo Shkolnikov
We determine the operator limit for large powers of random tridiagonal matrices as the size of the matrix grows. The result provides a novel expression in terms of functionals of B…