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 2019Show all

4 papers · 1 filter

math.PR2019★ 1 cited

A renewal theorem for relatively stable variables

Kohei Uchiyama

Let $F {d x}$ be a relatively stable probability distribution on the whole real line and $S_{n}$ the random walk started at the origin with step distribution $F$ . We obtain an exact…

math.PR2019

The two-sided exit problem for a random walk on $Z$ with infinite variance I

Kohei Uchiyama

Let $S = (S_{n})$ be an oscillatory random walk on the integer lattice $Z$ with i.i.d. increments. Let $V_{d} (x)$ be the renewal function of the strictly descending ladder…

math.PR2019

Scaling limits of random walk bridges conditioned to avoid a finite set

Kohei Uchiyama

This paper concerns a scaling limit of a one-dimensional random walk $S_{n}^{x}$ started from $x$ on the integer lattice conditioned to avoid a non-empty finite set $A$ , the random wal…

math.PR2019

Asymptotically stable random walks of index $1 < α < 2$ killed on a finite set

Kohei Uchiyama

For a random walk on the integer lattice $Z$ that is attracted to a strictly stable process with index $α \in (1, 2)$ we obtain the asymptotic form of the transition probab…

A renewal theorem for relatively stable variables

The two-sided exit problem for a random walk on Z with infinite variance I

Scaling limits of random walk bridges conditioned to avoid a finite set

Asymptotically stable random walks of index 1<α<2 killed on a finite set

The two-sided exit problem for a random walk on $Z$ with infinite variance I

Asymptotically stable random walks of index $1 < α < 2$ killed on a finite set