Dr Jon Warren
Dr Jon Warren is a Senior Lecturer in Statistics at Warwick. He completed his PhD and post-doctoral work at the University of Bath. His research interests lie in probability theory and include stochastic flows, random matrices, and properties of Brownian motion.
A co-organizer of the 2011-2012 EPSRC Symposium on Probability
A member of the London Mathematical Society Editorial Advisory board
Director of Undergraduate Studies for the MORSE and MathStat degrees.
Contact me at J.Warren@warwick.ac.uk
Teaching
ST115 Introduction to Probability
ST219 Mathematical Statistics B
PhD students
Nastasiya Grinberg
Chris Howitt
Marcus Sheehan
Zorana Lazic
Recent Research work
A multi-layer extension of the stochastic heat equation ( with Neil O'Connell) arXiv:1104.3509
Minimising the time to a decision (with Saul Jacka and Peter Windridge) arXiv:0911.5413
Maximum of Dyson Brownian motion and non-colliding systems with boundary ( with Borodin, Ferrari, Praehofer and Sasamoto) arXiv:0905.3989
On the largest-eigenvalue process for generalized Wishart random matrices (with Ton Dieker) arXiv:0812.1504
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)
Conditioning an additive functional of a Markov chain to stay non-negative II: Hitting a high level. ( with Saul Jacka and Zorana Lazic), Advances in Applied Probability, 37, no 4 (2005), 1035-1055
Conditioning an additive functional of a Markov chain to stay non-negative I: Survival for a long time. ( with Saul Jacka and Zorana Lazic),Advances in Applied Probability, 37, no 4 (2005) , 1015-1034.
A stochastic flow arising in the study of local times. Probability Theory and Related Fields, 133, no 4 (2005), 559-572.
On the Spectra of Noises associated with Harris flows. (with Shinzo Watanabe), Advanced studies in Pure Mathematics 41, 351-373, (2004). Preprint at:math.PR/0307287
