124 citations · 296 across the 15 of their papers we have counts for
Showing 2007 · math.PRShow all
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math.PR2007
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
A. B. Dieker, J. Moriarty
We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential…
math.PR2007★ 34 cited
Determinantal transition kernels for some interacting particles on the line
A. B. Dieker, J. Warren
We find the transition kernels for four Markovian interacting particle systems on the line, by proving that each of these kernels is intertwined with a Karlin-McGregor type kernel.…
math.PR2007★ 124 cited
Large deviations for random walks under subexponentiality: the big-jump domain
D. Denisov, A. B. Dieker, V. Shneer
For a given one-dimensional random walk with a subexponential step-size distribution, we present a unifying theory to study the sequences for which $\mathsf{P}\…