1 citations · 2 across the 5 of their papers we have counts for
5 papers
Berry-Esseen bound for the Brownian motions on hyperbolic spaces
Yuichi Shiozawa
We obtain the uniform convergence rate for the Gaussian fluctuation of the radial part of the Brownian motion on a hyperbolic space. We also show that this result is sharp if the d…
Hausdorff dimensions of inverse images and collision time sets for symmetric Markov processes
Yuichi Shiozawa, Jian Wang
In this paper, we establish the Hausdorff dimensions of inverse images and collision time sets for a large class of symmetric Markov processes on metric measure spaces. We apply th…
Remarks on the limiting behaviors of generalized elephant random walks
Yuichi Shiozawa
We study the limiting behaviors of a generalized elephant random walk on the integer lattice. This random walk is defined by using two sequences of parameters expressing the memory…
Escape rate of the Brownian motions on hyperbolic spaces
Yuichi Shiozawa
We discuss the escape rate of the Brownian motion on a hyperbolic space. We point out that the escape rate is determined by using the Brownian expression of the radial part and a g…
Bottom crossing probability for symmetric jump processes (full version)
Yuichi Shiozawa
We determine the decay rate of the bottom crossing probability for symmetric jump processes under the condition on heat kernel estimates. Our results are applicable to symmetric st…