Warren, Jon
- Dyson's Brownian motions, intertwining and interlacing
2005/09/30 by Jon Warren, Warren, Jon · 7 citations
Mathematics · #60G20 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60G20
- A stochastic flow arising in the study of local times
2004/05/10 by Jon Warren, Warren, Jon · 1 citation
Economics, Econometrics and Finance · Mathematics · #Mathematical Dynamics and Fractals #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60J55 #msc:60J60
- Dynamics for the Brownian web and the erosion flow
2007/02/19 by Chris Howitt, Howitt, Chris, Jon Warren +1 · 1 citation
Biochemistry, Genetics and Molecular Biology · Engineering · Environmental Science · #60J70 #60K35 #Diffusion and Search Dynamics #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Hydrology and Sediment Transport Processes #Probability (math.PR)
- Continuity and strict positivity of the multi-layer extension of the\n stochastic heat equation
2015/06/30 by Chin Hang Lun, Jon Warren, Lun, Chin Hang +1 · 1 citation
Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics
- The stochastic heat equation, 2D Toda equations and dynamics for the multilayer process
2016/06/16 by Lun, Chin Hang, Warren, Jon · 1 citation
#60H15 #FOS: Mathematics #Probability (math.PR)
- On the joint moments of the characteristic polynomials of random unitary matrices
2020/05/28 by Theodoros Assiotis, Assiotis, Theodoros, Jonathan P. Keating +2 · 1 citation
Mathematics · #Advanced Algebra and Geometry #FOS: Mathematics #FOS: Physical sciences #Geometry and complex manifolds #Mathematical Physics (math-ph) #Probability (math.PR) #Random Matrices and Applications
- The Bethe Ansatz for Sticky Brownian Motions
2021/04/13 by Dom Brockington, Brockington, Dom, Jon Warren +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- At the edge of a cloud of Brownian particles
2022/08/25 by Brockington, Dom, Warren, Jon · 1 citation
#FOS: Mathematics #Probability (math.PR)