Dr Jon Warren is a Reader in Statistics at Warwick. His research interests lie in probability theory and include stochastic flows, random matrices, and properties of Brownian motion.
Contact me at J.Warren@warwick.ac.uk
Office hours: Tuesday 10:30-11:30 and Thursday 11:30-12:30 (term 2 only)
Current PhD students
Recent Research work
The stochastic heat equation, 2D Toda equations and dynamics for the multilayer process (with Chin Lun) arXiv:1606.05139
Continuity and strict positivity of the multi-layer extension of the stochastic heat equation ( with Chin Lun) arXiv:1506.09030
Sticky Particles and Stochastic Flows arXiv:1409.6946
An elliptic pde with convex solutions arXiv:1407.3985
A multi-layer extension of the stochastic heat equation ( with Neil O'Connell) Communications in Mathematical Physics, 341, 1–33 (2016)
Minimising the time to a decision (with Saul Jacka and Peter Windridge) Ann. Appl. Probab. Volume 21, Number 5 (2011), 1795-1826.
Maximum of Dyson Brownian motion and non-colliding systems with boundary ( with Borodin, Ferrari, Praehofer and Sasamoto) Electronic Communications in Probability, 12 (2009)
On the largest-eigenvalue process for generalized Wishart random matrices (with Ton Dieker) ALEA, 6 (2009)
Some Examples of Dynamics for Gelfand Tsetlin patterns (with Peter Windridge) Electronic Journal of Probability Vol.14 (2009), Paper no. 59, pages 1745–1769.
Dynamics for the Brownian web and the erosion flow. ( with Chris Howitt), Stochastic Processes and their Applications 119 (2009)
Consistent families of Brownian motions and stochastic flows of kernels. ( with Chris Howitt), Annals of Probability, 2009, Vol. 37, No. 4, 1237-1272
Dyson's Brownian motions, intertwining and interlacing. Electronic Journal of Probability, 19 (2007).
Dynamics and Endogeny for recursive processes on trees. Stochastics An International Journal of Probability and Stochastic Processes, 78, no 5, (2006).
Random orderings of the integers and card shuffling. ( with Saul Jacka), Stochastic Processes and their Applications, 117 (2007)