The Library
Browse by Warwick Author
Up a level |
Number of items: 24.
Journal Article
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.
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.
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.
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 .
Book Item
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 (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
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).
This list was generated on Tue Apr 23 16:17:33 2024 BST.