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math.PR2026
The Law of Large Numbers for Time-inhomogeneous Markov Chains under General Conditions
Aaron Lau, Kouji Yano
The weak and strong laws of large numbers for time-inhomogeneous Markov chains are studied under general conditions. First, under Drift Condition and Contraction Condition in total…
math.PR2024
Conditionings to avoid points with various clocks for Lévy processes
Kohki Iba, Kouji Yano
We discuss conditionings to avoid two points and one-point local time penalizations with conditioning to avoid another point, for which we adopt various clocks. We also give correc…
math.PR2024
Two-point local time penalizations with various clocks for Lévy processes
Kohki Iba, Kouji Yano
Long-time limit of one-dimensional Lévy processes weighted and normalized with respect to the exponential functional of two-point local times are studied. The limit processes may…