István Redl

activity

20102016

most citedOptimal embeddings by unbiased shifts of Brownian motion

2 citations · 2 across the 3 of their papers we have counts for

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math.PR2016★ 2 cited

Optimal embeddings by unbiased shifts of Brownian motion

Peter Morters, Istvan Redl

An unbiased shift of the two-sided Brownian motion $(B_{t} : t \in R)$ is a random time $T$ such that $(B_{T + t} : t \in R)$ is still a two-sided Brownian mo…

math.PR2014

Skorokhod embeddings for two-sided Markov chains

Peter Morters, Istvan Redl

Let $(X_{n} : n \in Z)$ be a two-sided recurrent Markov chain with fixed initial state $X_{0}$ and let $ν$ be a probability measure on its state space. We give a necessary and suff…

math.PR2010

Random Walk in Periodic Environment

Istvan Redl, Balint Veto

We consider a special case of random walk in random environment (RWRE) on Z^d where the environment is periodic (RWPE). Under natural conditions, we show that law of large numbers…