44 citations · 187 across the 43 of their papers we have counts for
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math.PR2020★ 5 cited
McKean-Vlasov equations involving hitting times: blow-ups and global solvability
Erhan Bayraktar, Gaoyue Guo, Wenpin Tang +1
This paper is concerned with the analysis of blow-ups for two McKean-Vlasov equations involving hitting times. Let be standard Brownian motion, and $τ:= \inf\{…
math.PR2020★ 2 cited
Extreme order statistics of random walks
Jim Pitman, Wenpin Tang
This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum…
math.PR2020
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…