Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Lo, Chak Hei"'
Publikováno v:
Stochastic Processes and their Applications, Vol. 170 (2024), article 104260
For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at $x$ decays as $1/x$ as $x \to \infty$, we quantify degree of transience via existence of moments for conditional return times and
Externí odkaz:
http://arxiv.org/abs/2208.12955
Publikováno v:
In Stochastic Processes and their Applications April 2024 170
Publikováno v:
Latin American Journal of Probability and Mathematical Statistics, Vol. 19 (2022), pp. 493-510
We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments satisfyin
Externí odkaz:
http://arxiv.org/abs/2003.01684
Autor:
Lo, Chak Hei
We consider several random walk related problems in this thesis. In the first part, we study a Markov chain on R₊ x S, where R₊ is the non-negative real numbers and S is a finite set, in which when the R₊-coordinate is large, the S-coordinate o
Externí odkaz:
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.738577
We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's theorem). For the
Externí odkaz:
http://arxiv.org/abs/1810.06275
Autor:
Lo, Chak Hei
In the first part of this thesis, we study a Markov chain on $\mathbb{R}_+ \times S$, where $\mathbb{R}_+$ is the non-negative real numbers and $S$ is a finite set, in which when the $\mathbb{R}_+$-coordinate is large, the $S$-coordinate of the proce
Externí odkaz:
http://arxiv.org/abs/1802.06623
Autor:
Lo, Chak Hei, Wade, Andrew R.
Publikováno v:
Stochastic Processes and their Applications, Vol. 129 (2019), no. 11, p. 4663-4686
For a random walk $S_n$ on $\mathbb{R}^d$ we study the asymptotic behaviour of the associated centre of mass process $G_n = n^{-1} \sum_{i=1}^n S_i$. For lattice distributions we give conditions for a local limit theorem to hold. We prove that if the
Externí odkaz:
http://arxiv.org/abs/1708.04470
Autor:
Lo, Chak Hei, Wade, Andrew R.
Publikováno v:
Markov Processes and Related Fields, Vol. 23 (2017), no. 1, p. 125-146
We study a Markov chain on $\mathbb{R}_+ \times S$, where $\mathbb{R}_+$ is the non-negative real numbers and $S$ is a finite set, in which when the $\mathbb{R}_+$-coordinate is large, the $S$-coordinate of the process is approximately Markov with st
Externí odkaz:
http://arxiv.org/abs/1512.04242
Autor:
Lo, Chak Hei, Wade, Andrew R.
Publikováno v:
In Stochastic Processes and their Applications November 2019 129(11):4663-4686
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.