44 citations · 187 across the 43 of their papers we have counts for
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The argmin process of random walks and Lévy processes
Jim Pitman, Wenpin Tang
In this paper we consider the argmin process of random walks and Lévy processes. We prove that they enjoy the Markov property, and provide their transition kernels in some special…
The argmin process of random walks, Brownian motion and Lévy processes
Jim Pitman, Wenpin Tang
In this paper we investigate the argmin process of Brownian motion defined by for . The argm…
Transporting random measures on the line and embedding excursions into Brownian motion
Günter Last, Wenpin Tang, Hermann Thorisson
We consider two jointly stationary and ergodic random measures and on the real line with equal intensities. An allocation is an equivariant random mapping from…
Tree formulas, mean first passage times and Kemeny's constant of a Markov chain
Jim Pitman, Wenpin Tang
In this paper, we aim to provide probabilistic and combinatorial insights into tree formulas for the Green function and hitting probabilities of Markov chains on a finite state spa…