
The Library
Browse by Warwick Author
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Number of items: 21.
Journal Article
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, 78 . pp. 121-171. doi:10.1007/s00440-020-00972-z (In Press)
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
Warren, Jon (2018) An elliptic PDE with convex solutions. Proceedings of Edinburgh Mathematical Society, 61 (1). pp. 201-214. doi:10.1017/S0013091517000190
O’Connell, 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
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
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
Borodin, Alexei, Ferrari, Patrik L., Prähofer, 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
Metcalfe, Anthony P., O'Connell, Neil and Warren, Jon (2009) Interlaced processes on the circle. Annales de l’Institut Henri Poincaré - Probabilites et Statistiques, Vol.45 (No.4). pp. 1165-1184. doi:10.1214/08-AIHP305
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
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
Warren, Jon and Windridge, Peter (2009) Some examples of dynamics for Gelfand-Tsetlin patterns. Electronic Journal of Probability, Vol.14 . pp. 1745-1769.
Dieker, A. B. and Warren, Jon (2008) Determinantal transition kernels for some interacting particles on the line. Annales de l'institut Henri Poincaré (B) Probabilités et Statistiques, Vol.44 (No.6). pp. 1162-1172. doi:10.1214/07-AIHP176
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
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
Warren, Jon (2007) Dyson's Brownian motions, intertwining and interlacing. Electronic Journal of Probability, Vol.12 . pp. 573-590.
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
Book Item
Assiotis, Theodoros, O’Connell, Neil and Warren, Jon (2019) Interlacing diffusions. In: Donati-Martin , Catherine and Lejay , Antoine and Rouault, Alain, (eds.) Séminaire de Probabilités. Lecture Notes in Mathematics, 2252 . Cham: Springer, pp. 301-380. ISBN 9783030285340
Warren, Jon (2015) Sticky particles and stochastic flows. In: Donati-Martin, Catherine and Lejay , Antoine and Rouault , Alain , (eds.) In Memoriam Marc Yor - Séminaire de Probabilités XLVII. Lecture Notes in Mathematics, 2137 . Springer, pp. 17-35. ISBN 9783319185842
Working or Discussion Paper
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).
Submitted Journal Article
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
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
This list was generated on Wed Jan 20 16:20:14 2021 GMT.