I am a research fellow at the Fakultät für Mathematik at Universität Bielefeld in Germany, hosted by Prof. Vitali Wachtel.
Starting from October 2023, I am a Lecturer in Probability at Lancaster University, UK.
Previously, I worked with Daniel Remenik at the Center for Mathematical Modeling (CMM). I completed my PhD under the supervision of Prof. Neil O’Connell, within the ERC project Integrable random structures, in both the University of Warwick, UK, and University College Dublin, Ireland.
Research
Probability theory and certain random models arising from statistical physics, in particular, I am interested in integrable aspects of models related to non-interacting random walks, particle systems and its connections with random matrices.
Publications and preprints
1) J. Arista, E. Bisi and N. O’Connell. Matrix Whittaker processes (2023). Probability Theory and Related Fields [publication][preprint].
2) J. Arista, E. Bisi and N. O’Connell. Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices (2022). Accepted in Annales de l’Institut Henri Poincaré–Probabilités et Statistiques [preprint].
3) J. Arista and V. M. Rivero. Implicit renewal theory for exponential functionals of Lévy processes (2022). Submitted.
4) J. Arista and N. Demni. Explicit expressions of the Hua-Pickrell semi-group (2021). Theory Probab. Appl. Vol. 67, no. 2, pp. 208-228 [publication][preprint].
5) J. Arista and N. O’Connell. Loop-erased walks and random matrices (2019). J. Stat. Phys. 177, no. 3, pp. 528–567 [publication][preprint].
Contact details
Email: jarista@math.uni-bielefeld.de
Mailing address:
V5-132 Fakultät für Mathematik
Universität Bielefeld
Universitätsstraße 25
33615 Bielefeld, Germany.
Jonas Arista 