53 citations · 489 across the 66 of their papers we have counts for
3 papers · 2 filters
On the first hitting time of a high-dimensional orthant
Emmanuel Humbert, Kilian Raschel
We consider a collection of independent standard Brownian particles (or random walks), starting from a configuration where at least one particle is positive, and study the first ti…
On the limit law of the superdiffusive elephant random walk
Hélène Guérin, Lucile Laulin, Kilian Raschel +1
When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian r…
Invariant measure of gaps in degenerate competing three-particle systems
Sandro Franceschi, Tomoyuki Ichiba, Ioannis Karatzas +1
We study the gap processes in a degenerate system of three particles interacting through their ranks. We obtain the Laplace transform of the invariant measure of these gaps, and an…