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stat.CO2025
Complexity of exact sampling of the first passage of a stable subordinator
Zhiyi Chi
We consider the exact sampling of the first passage of a stable subordinator across a non-increasing regular barrier. First, the sampling is reduced to one from a bivariate distrib…
math.PR2025
On a Variation of Gambler's Ruin Problem
Zhiyi Chi, Vladimir Pozdnyakov
Assume that letters (from a finite alphabet) in a text form a Markov chain. We track two distinct words, and . A gambler gains 1 point for each occurrence of (including…