14 citations · 48 across the 7 of their papers we have counts for
7 papers
The geometry of coalescing random walks, the Brownian web distance and KPZ universality
Bálint Vető, Bálint Virág
Coalescing simple random walks in the plane form an infinite tree. A natural directed distance on this tree is given by the number of jumps between branches when one is only allowe…
Upper tail decay of KPZ models with Brownian initial conditions
Patrik L. Ferrari, Bálint Vető
In this paper we consider the limiting distribution of KPZ growth models with random but not stationary initial conditions introduced in [Chhita-Ferrari-Spohn 2018]. The one-point…
Fluctuations of the Arctic curve in the tilings of the Aztec diamond on restricted domains
Patrik L. Ferrari, Bálint Vető
We consider uniform random domino tilings of the restricted Aztec diamond which is obtained by cutting off an upper triangular part of the Aztec diamond by a horizontal line. The r…
The hard-edge tacnode process for Brownian motion
Patrik L. Ferrari, Bálint Vető
We consider non-intersecting Brownian bridges conditioned to stay below a fixed threshold. We consider a scaling limit where the limit shape is tangential to the threshold. In…
The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths
Steven Delvaux, Bálint Vető
A system of non-intersecting squared Bessel processes is considered which all start from one point and they all return to another point. Under the scaling of the starting and endin…
Tracy-Widom limit of q-Hahn TASEP
Bálint Vető
We consider the q-Hahn TASEP which is a three-parameter family of discrete time interacting particle systems. The particles jump to the right independently according to a certain q…
Analytic results and weighted Monte Carlo simulations for CDO pricing
Marcell Stippinger, Bálint Vető, Éva Rácz +1
We explore the possibilities of importance sampling in the Monte Carlo pricing of a structured credit derivative referred to as Collateralized Debt Obligation (CDO). Modeling a CDO…