2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2023
Strong limit theorems for step-reinforced random walks
Zhishui Hu, Yiting Zhang
A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk…
math.NA2023
Computing the Tracy-Widom Distribution for Arbitrary
Thomas Trogdon, Yiting Zhang
We compute the Tracy-Widom distribution describing the asymptotic distribution of the largest eigenvalue of a large random matrix by solving a boundary-value problem posed by Bloem…
math.PR2019★ 2 cited
A Probabilistic Analysis of the Neumann Series Iteration
Yiting Zhang, Thomas Trogdon
Given a random matrix A with eigenvalues between -1 and 1, we analyze the number of iterations needed to solve the linear equation (I-A)x=b with the Neumann series iteration. We gi…