2 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2011★ 2 cited
Functionals of the Free Brownian Bridge
Janosch Ortmann
We discuss the distributions of three functionals of the free Brownian bridge: its -norm, the second component of its signature and its Lévy area. All of these are freely infi…
math.PR2011★ 1 cited
Large Deviations for Non-Crossing Partitions
Janosch Ortmann
We prove a large deviations principle for the empirical law of the block sizes of a uniformly distributed non-crossing partition. As an application we obtain a variational formula…