4 citations · 4 across the 5 of their papers we have counts for
6 papers · 1 filter
Dyson's Brownian motions, intertwining and interlacing
Jon Warren
A family of reflected Brownian motions is used to construct Dyson's process of non-colliding Brownian motions. A number of explicit formulae are given, including one for the distri…
Random orderings of the integers and card shuffling
Saul Jacka, Jon Warren
In this paper we study random orderings of the integers with a certain invariance property. We describe all such orders in a simple way. We define and represent random shuffles of…
Dynamics and Endogeny for recursive processes on trees
Jon Warren
We consider stochastic processes indexed by the vertices of an infinite binary tree having a simple recursive structure. The value at any vertex is some fixed function of the value…
A stochastic flow arising in the study of local times
Jon Warren
A stochastic flow of homeomorphisms of the real line previously studied by Bass and Burdzy is shown to arise in describing a Brownian motion conditional on knowing its local times…
On Spectra of Noises associated with Harris flows
Jon Warren, Shinzo Watanabe
We study the noise, in the sense of Tsirelson, generated by Harris flows. A criterion is given for the noise to be non-white, and in this case we study the associated spectral sets…
Splitting: Tanaka's SDE revisited
Jon warren
The weak solution of Tanaka's SDE is not a function of the driving Brownian motion, and therefore it has no Wiener chaos expansion. However in some sense explained here it has a ge…