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math.PR2021
Moments of the first descending epoch for a random walk with negative drift
Sergey Foss, Timofej Prasolov
We consider the first exit time from the positive halfline of a random walk with i.d.d. summands having a negative drif…
math.PR2018
Stochastic stability of a system of perfect integrate-and-fire inhibitory neurons
Timofei Prasolov
We study a system of perfect integrate-and-fire inhibitory neurons. It is a system of stochastic processes which interact through receiving an instantaneous increase at the moments…
math.PR2018
Limit theorems and structural properties of the Cat-and-Mouse Markov chain
Timofei Prasolov, Sergey Foss, Seva Shneer
We revisit the so-called Cat-and-Mouse Markov chain, studied earlier by Litvak and Robert (2012). This is a 2-dimensional Markov chain on the lattice , where the firs…