46 citations · 69 across the 11 of their papers we have counts for
Showing 2019 · math.PRShow all
2 papers · 2 filters
math.PR2019
Wasserstein convergence rates for random bit approximations of continuous Markov processes
Stefan Ankirchner, Thomas Kruse, Mikhail Urusov
We determine the convergence speed of a numerical scheme for approximating one-dimensional continuous strong Markov processes. The scheme is based on the construction of coin tossi…
math.PR2019
A functional limit theorem for coin tossing Markov chains
Stefan Ankirchner, Thomas Kruse, Mikhail Urusov
We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability , respectively. The theorem e…