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Number of items: 24.
Vidmar, Matija and Warren, Jon (2024) Stationary local random countable sets over the Wiener noise. Probability Theory and Related Fields, 188 . pp. 1063-1129. doi:10.1007/s00440-023-01227-3 ISSN 0178-8051.
Brockington, Dom and Warren, Jon (2023) The Bethe ansatz for sticky Brownian motions. Stochastic Processes and their Applications, 162 . pp. 1-48. doi:10.1016/j.spa.2023.04.015 ISSN 0304-4149.
Assiotis, Theodoros, Keating, Jonathan P. and Warren, Jon (2022) On the joint moments of the characteristic polynomials of random unitary matrices. International Mathematics Research Notices, 2022 (18). pp. 14564-14603. doi:10.1093/imrn/rnab336 ISSN 1073-7928.
FitzGerald, Will and Warren, Jon (2020) Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions. Probability Theory and Related Fields, 178 . pp. 121-171. doi:10.1007/s00440-020-00972-z ISSN 0178-8051.
Hang Lun, Chin and Warren, Jon (2020) Continuity and strict positivity of the multi-layer extension of the stochastic heat equation. Electronic Journal of Probability, 25 . 109. doi:10.1214/20-EJP511 ISSN 1083-6489.
Assiotis, Theodoros, OβConnell, Neil and Warren, Jon (2019) Interlacing diffusions. In: Donati-Martin , Catherine and Lejay , Antoine and Rouault, Alain, (eds.) SΓ©minaire de ProbabilitΓ©s. Lecture Notes in Mathematics, 2252 . Cham: Springer, pp. 301-380. ISBN 9783030285340
Warren, Jon (2018) An elliptic PDE with convex solutions. Proceedings of Edinburgh Mathematical Society, 61 (1). pp. 201-214. doi:10.1017/S0013091517000190 ISSN 0013-0915.
OβConnell, Neil and Warren, Jon (2016) A multi-layer extension of the stochastic heat equation. Communications in Mathematical Physics, 341 (1). pp. 1-33. doi:10.1007/s00220-015-2541-3 ISSN 0010-3616.
Warren, Jon (2015) Sticky particles and stochastic flows. In: Donati-Martin, Catherine and Lejay , Antoine and Rouault , Alain , (eds.) In Memoriam Marc Yor - SΓ©minaire de ProbabilitΓ©s XLVII. Lecture Notes in Mathematics, 2137 . Springer, pp. 17-35. ISBN 9783319185842
Jacka, Saul D., Warren, Jon and Windridge, Peter (2011) Minimizing the time to a decision. Annals of Applied Probability, Vol.21 (No.5). pp. 1795-1826. doi:10.1214/10-AAP737 ISSN 1050-5164.
Jacka, Saul D., Warren, Jon and Windridge, Peter (2011) Minimising the time to a decision. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2011 (No.5).
Dieker, A. B. and Warren, Jon (2010) Series Jackson networks and noncrossing probabilities. Mathematics of Operations Research, Vol.35 (No.2). pp. 257-266. doi:10.1287/moor.1090.0421 ISSN 0364-765X.
Borodin, Alexei, Ferrari, Patrik L., PrΓ€hofer, Michael, Sasamoto, Tomohiro and Warren, Jon (2009) Maximum of Dyson Brownian motion and non-colliding systems with a boundary. Electronic communications in probability, Vol.14 (No.47). pp. 486-494. doi:10.1214/ECP.v14-1503 ISSN 1083-589X.
Metcalfe, Anthony P., O'Connell, Neil and Warren, Jon (2009) Interlaced processes on the circle. Annales de lβInstitut Henri PoincarΓ© - Probabilites et Statistiques, Vol.45 (No.4). pp. 1165-1184. doi:10.1214/08-AIHP305 ISSN 0246-0203.
Howitt, Chris and Warren, Jon (2009) Dynamics for the Brownian web and the erosion flow. Stochastic Processes and their Applications, Vol.119 (No.6). pp. 2028-2051. doi:10.1016/j.spa.2008.10.003 ISSN 0304-4149.
Howitt, Chris and Warren, Jon (2009) Consistent families of Brownian motions and stochastic flows of kernels. The Annals of Probability, Vol.37 (No.4). pp. 1237-1272. doi:10.1214/08-AOP431 ISSN 0091-1798.
Warren, Jon and Windridge, Peter (2009) Some examples of dynamics for Gelfand-Tsetlin patterns. Electronic Journal of Probability, Vol.14 . pp. 1745-1769. ISSN 1083-6489.
Dieker, A. B. and Warren, Jon (2008) Determinantal transition kernels for some interacting particles on the line. Annales de l'institut Henri PoincarΓ© (B) ProbabilitΓ©s et Statistiques, Vol.44 (No.6). pp. 1162-1172. doi:10.1214/07-AIHP176 ISSN 0246-0203.
Jacka, Saul D., Berkaoui, Abdelkarem and Warren, Jon (2008) No arbitrage and closure results for trading cones with transaction costs. Finance and Stochastics, Vol.12 (No.4). pp. 583-600. doi:10.1007/s00780-008-0075-7 ISSN 0949-2984.
Jacka, Saul D. and Warren, Jon (2007) Random orderings of the integers and card shuffling. Stochastic Processes and their Applications, Vol.117 (No.6). pp. 708-719. doi:10.1016/j.spa.2006.10.001 ISSN 0304-4149.
Warren, Jon (2007) Dyson's Brownian motions, intertwining and interlacing. Electronic Journal of Probability, Vol.12 . pp. 573-590. ISSN 1083-6489.
Jacka, Saul D., Lazic, Zorana and Warren, Jon (2005) Conditioning an additive functional of a markov chain to stay non-negative. I, Survival for a long time. Advances in Applied Probability, Vol.37 (No.4). pp. 1015-1034. doi:10.1239/aap/1134587751 ISSN 0001-8678.
Jacka, Saul D., Lazic, Zorana and Warren, Jon (2005) Conditioning an additive functional of a markov chain to stay nonnegative. II, Hitting a high level. Advances in Applied Probability, Vol.37 (No.4). pp. 1035-1055. doi:10.1239/aap/1134587752 ISSN 0001-8678.
Warren, Jon and Williams, D. (2000) Probabilistic study of a dynamical system. Proceedings of the London Mathematical Society, Vol.81 (No.3). pp. 618-650. doi:10.1112/S0024611500012594 ISSN 0024-6115 .
This list was generated on Sat Apr 20 00:43:46 2024 BST.