M. Menshikov

activity

19992026

most citedExplosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach

28 citations · 255 across the 46 of their papers we have counts for

collaborators

Showing 2009Show all

2 papers · 1 filter

math.PR2009★ 15 cited

Rate of escape and central limit theorem for the supercritical Lamperti problem

Mikhail V. Menshikov, Andrew R. Wade

The study of discrete-time stochastic processes on the half-line with mean drift at $x$ given by $μ_{1} (x) \to 0$ as $x \to \infty$ is known as Lamperti's problem. We give sharp alm…

math.PR2009★ 5 cited

Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift

Iain M. MacPhee, Mikhail V. Menshikov, Andrew R. Wade

We study the first exit time $τ$ from an arbitrary cone with apex at the origin by a non-homogeneous random walk (Markov chain) on $Z^{d}$ ( $d \geq 2$ ) with mean drift that is asymp…