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math.PR2017
Precise deviations for Cox processes with a shot noise intensity
Zailei Cheng, Youngsoo Seol
We consider a Cox process with Poisson shot noise intensity which has been widely applied in insurance, finance, queue theory, statistic, and many other fields. Cox process is flex…
math.PR2016
Random Walks in a Sparse Random Environment
Anastasios Matzavinos, Alexander Roitershtein, Youngsoo Seol
We introduce random walks in a sparse random environment on and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed,…
math.PR2011
On Tightness of the Skew Random Walks
Youngsoo Seol
The primary purpose of this article is to prove a tightness of skew random walks. The tightness result implies, in particular, that the skew Brownian motion can be constructed as t…