Jonas Arista - Research Portal | Lancaster University

Dr Jonas Arista

Formerly at Lancaster University

Published
Matsumoto–Yor and Dufresne type theorems for a random walk on positive definite matrices
Arista, J., Bisi, E. & O’Connell, N., 1/05/2024, In: Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. 60, 2, p. 923-945 23 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Matrix Whittaker processes
Arista, J., Bisi, E. & O’Connell, N., 31/10/2023, In: Probability Theory and Related Fields. 187, 1-2, p. 203-257 55 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Implicit renewal theory for exponential functionals of Lévy processes
Arista, J. & Rivero, V., 30/09/2023, In: Stochastic Processes and their Applications. 163, p. 262-287 26 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review

Discrete random systems and interactions
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
On the Pitman’s 2M-X theorem and its variations
Activity: Talk or presentation types › Invited talk
On discrete versions of the geometric Pitman 2M-X theorem and the Dufresne identity
Activity: Talk or presentation types › Invited talk