120 citations · 165 across the 6 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2011★ 14 cited
Convergence of quantum random walks with decoherence
Shimao Fan, Zhiyong Feng, Sheng Xiong +1
In this paper, we study the discrete-time quantum random walks on a line subject to decoherence. The convergence of the rescaled position probability distribution depends…
math.PR2010
A proof of a conjecture in the Cramér-Lundberg model with investments
Shimao Fan, Sheng Xiong, Wei-Shih Yang
In this paper, we discuss the Cramér-Lundberg model with investments, where the price of the invested risk asset follows a geometric Brownian motion with drift and volatility $…