C. Lo

activity

20172022

most citedStrong transience for one-dimensional Markov chains with asymptotically zero drifts

1 citations · 1 across the 1 of their papers we have counts for

collaborators

4 papers

math.PR2022★ 1 cited

Strong transience for one-dimensional Markov chains with asymptotically zero drifts

Chak Hei Lo, Mikhail V. Menshikov, Andrew R. Wade

For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at $x$ decays as $1/ x$ as $x \to \infty$ , we quantify degree of…

math.PR2018

Functional limit theorems for random walks

Chak Hei Lo, James McRedmond, Clare Wallace

We survey some geometrical properties of trajectories of $d$ -dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numb…

math.PR2018

On some random walk problems

Chak Hei Lo

In the first part of this thesis, we study a Markov chain on $R_{+} \times S$ , where $R_{+}$ is the non-negative real numbers and $S$ is a finite set, in which when t…

math.PR2017

On the centre of mass of a random walk

Chak Hei Lo, Andrew R. Wade

For a random walk $S_{n}$ on $R^{d}$ we study the asymptotic behaviour of the associated centre of mass process $G_{n} = n^{- 1} \sum_{i = 1}^{n} S_{i}$ . For lattice distributions we g…