7 citations · 26 across the 47 of their papers we have counts for
4 papers · 2 filters
On the expected exit time of planar Brownian motion from simply connected domains
Greg Markowsky
This paper presents some results on the expected exit time of Brownian motion from simply connected domains in $\CC$. We indicate a way in which Brownian motion sees the identity f…
Random walks at random times: Convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes
Paul Jung, Greg Markowsky
For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at rand…
An Optional Stopping-like theorem for large stopping times on birth-death chains
Greg Markowsky
An elementary proof is given for a theorem showing that certain birth-death chains show martingale-like behavior at large stopping times. This is a generalization of and new proof…
Applying Brownian motion to the study of birth-death chains
Greg Markowsky
Basic properties of Brownian motion are used to derive two results concerning birth-death chains. First, the probability of extinction is calculated. Second, sufficient conditions…