Random matrices, non-colliding processes and queues
Neil O'Connell (2002)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “Pitman's theorem for skip-free random walks with Markovian increments.”
Random matrices, non-colliding processes and queues
A representation for non-colliding random walks.
O'Connell, Neil, Yor, Marc (2002)
Electronic Communications in Probability [electronic only]
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Non-colliding random walks, tandem queues, and discrete orthogonal polynomial ensembles.
König, Wolfgang, O'Connell, Neil, Roch, Sébastien (2002)
Electronic Journal of Probability [electronic only]
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Path transformations of first passage bridges.
Bertoin, Jean, Chaumont, Loïc, Pitman, Jim (2003)
Electronic Communications in Probability [electronic only]
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Perturbed random walks and Brownian motions, and local times.
Davis, Burgess (1998)
The New York Journal of Mathematics [electronic only]
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Some remarks on perturbed reflecting brownian motion
Wendelin Werner (1995)
Séminaire de probabilités de Strasbourg
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Interlaced processes on the circle
Anthony P. Metcalfe, Neil O’Connell, Jon Warren (2009)
Annales de l'I.H.P. Probabilités et statistiques
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When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of conjugacy classes of the unitary group, using a dynamical rule inspired by the RSK algorithm. Our motivation for doing this is to develop a parallel programme, on the circle, to some recently discovered connections in random matrix theory between reflected...
Brownian local times and branching processes
L. C. G. Rogers (1984)
Séminaire de probabilités de Strasbourg
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The distribution of local times of a brownian bridge
Jim Pitman (1999)
Séminaire de probabilités de Strasbourg
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Maximum of Dyson Brownian motion and non-colliding systems with a boundary.
Borodin, Alexei, Ferrari, Patrik L., Prahofer, Michael, Sasamoto, Tomohiro, Warren, Jon (2009)
Electronic Communications in Probability [electronic only]
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