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math.PR2022
The 4-player gambler's ruin problem
Kathryn O'Connor, Laurent Saloff-Coste
This work explains how to utilize earlier results by P. Diaconis, K. Houston-Edwards and the second author to estimate probabilities related to the 4-player gambler ruin problem. F…
math.PR2022
Limit theorems for some long range random walks on torsion free nilpotent groups
Zhen-Qing Chen, Takashi Kumagai, Laurent Saloff-Coste +2
We consider a natural class of long range random walks on torsion free nilpotent groups and develop limit theorems for these walks. Given the original discrete group and a rand…
math.PR2022
Multidimensional examples of the Metropolis algorithm
Laurent Saloff-Coste, Sophie Uluatam
Consider the problem of approximating a given probability distribution on the cube via the use of a square lattice discretization with mesh-size and the Metropolis…