3 citations · 3 across the 5 of their papers we have counts for
5 papers · 1 filter
Scaling limit of the local time of the Sinai's random walk
Wenming Hong, Hui Yang, Ke Zhou
We prove that the local times of a sequence of Sinai's random walks convergence to those of Brox's diffusion by proper scaling, which is accord with the result of Seignourel (2000)…
Tail asymptotic of the stationary distribution for the state dependent (1,R)-reflecting random walk: near critical
Wenming Hong, Ke Zhou
In this paper, we consider the state-dependent reflecting random walk (RW) on the half line, allowing the size of jumps to the right at maximal and to the left only 1.…
A note on the passage time of finite state Markov chains
Wenming Hong, Ke Zhou
Consider a Markov chain with finite state . We give the generation functions (or Laplace transforms) of absorbing (passage) time in the following two situations :…
Hitting Time Distribution for Skip-Free Markov Chains: A Simple Proof
Wenming Hong, Ke Zhou
A well-known theorem for an irreducible skip-free chain with absorbing state , under some conditions, is that the hitting (absorbing) time of state starting from state 0 is…
Explicit stationary distribution of the -reflecting random walk on the half line
Wenming Hong, Ke Zhou, Yiqiang Q. Zhao
In this paper, we consider the state-dependent reflecting random walk (RW) on the half line, which is a RW allowing jumps to the left at a maxial size . For this model,…