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math.PR2022
Balls-in-bins models with asymmetric feedback and reflection
Mikhail Menshikov, Vadim Shcherbakov
Balls-in-bins models describe a random sequential allocation of infinitely many balls into a finite number of bins. In these models a ball is placed into a bin with probability pro…
math.PR2022
Skew Brownian motion with dry friction: joint density approach
Alexander Gairat, Vadim Shcherbakov
This note concerns distributions of Skew Brownian motion with dry friction and its occupation time. These distributions were obtained in [2] by using the Laplace transform and join…