13 citations · 13 across the 2 of their papers we have counts for
2 papers
math.PR2011
Moments of recurrence times for Markov chains
Frank Aurzada, Hanna Doering, Marcel Ortgiese +1
We consider moments of the return times (or first hitting times) in a discrete time discrete space Markov chain. It is classical that the finiteness of the first moment of a return…
math.PR2011★ 13 cited
Moderate deviations for the eigenvalue counting function of Wigner matrices
Hanna Doering, Peter Eichelsbacher
We establish a moderate deviation principle (MDP) for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on fine asymptotics of the variance of the eigen…