K. Uchiyama

activity

20102021

most citedAsymptotics of the densities of the first passage time distributions for Bessel diffusions

7 citations · 22 across the 17 of their papers we have counts for

collaborators

Showing 2018 · math.PRShow all

3 papers · 2 filters

math.PR2018

Recurrent random walks on $Z$ with infinite variance: transition probabilities of them killed on a finite set

Kohei Uchiyama

In this paper we consider an irreducible random walk on the integer lattice $Z$ that is in the domain of normal attraction of a strictly stable process with index $α\in (1…

math.PR2018

The potential function and ladder variables of a recurrent random walk on $Z$ with infinite variance

Kohei Uchiyama

We consider a recurrent random walk of i.i.d. increments on the one-dimensional integer lattice and obtain a formula relating the hitting distribution of a half-line with the poten…

math.PR2018★ 5 cited

Estimates of Potential functions of random walks on $Z$ with zero mean and infinite variance and their applications

Kohei Uchiyama

Let $S_{n} = X_{1} + \dots + X_{n}$ be an irreducible random walk (r.w.) on the one dimensional integer lattice with zero mean, infinite variance and i.i.d. increments $X_{n}$ . We obtain an u…

Recurrent random walks on Z with infinite variance: transition probabilities of them killed on a finite set

The potential function and ladder variables of a recurrent random walk on Z with infinite variance

Estimates of Potential functions of random walks on Z with zero mean and infinite variance and their applications

Recurrent random walks on $Z$ with infinite variance: transition probabilities of them killed on a finite set

The potential function and ladder variables of a recurrent random walk on $Z$ with infinite variance

Estimates of Potential functions of random walks on $Z$ with zero mean and infinite variance and their applications