3 citations · 4 across the 5 of their papers we have counts for
5 papers · 1 filter
Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
Jim Pitman, Wenpin Tang
This paper is concerned with the limit laws of the extreme order statistics derived from a symmetric Laplace walk. We provide two different descriptions of the point process of the…
Simulated annealing from continuum to discretization: a convergence analysis via the Eyring--Kramers law
Wenpin Tang, Xun Yu Zhou
We study the convergence rate of continuous-time simulated annealing and its discretization for approximating the global optimum of a…
Arcsine laws for random walks generated from random permutations with applications to genomics
Xiao Fang, Han Liang Gan, Susan Holmes +4
A classical result for the simple symmetric random walk with steps is that the number of steps above the origin, the time of the last visit to the origin, and the time of the…
The Poisson binomial distribution -- Old & New
Wenpin Tang, Fengmin Tang
This is an expository article on the Poisson binomial distribution. We review lesser known results and recent progress on this topic, including geometry of polynomials and distribu…
Exponential ergodicity and convergence for generalized reflected Brownian motion
Wenpin Tang
In this paper we provide convergence analysis for a class of Brownian queues in tandem by establishing an exponential drift condition. A consequence is the uniform exponential ergo…