Favorite downcrossing sites of one-dimensional simple random walk

CX Hao, ZC Hu, T Ma, R Song - arXiv preprint arXiv:2207.10846, 2022 - arxiv.org
Random walk is a very important Markov process and has important applications in many
fields. For a one-dimensional simple symmetric random walk $(S_n) $, a site $ x $ is called a …

Three favorite edges occurs infinitely often for one-dimensional simple random walk

CX Hao, ZC Hu, T Ma, R Song - Communications in Mathematics and …, 2024 - Springer
For a one-dimensional simple symmetric random walk (S n), an edge x (between points x-1
and x) is called a favorite edge at time n if its local time at n achieves the maximum among …

The escape rate of favorite edges of simple random walk

CX Hao - arXiv preprint arXiv:2303.13210, 2023 - arxiv.org
Consider a simple symmetric random walk on the integer lattice $\mathbb {Z} $. Let $ E (n) $
denote a favorite edge of the random walk at time $ n $. In this paper, we study the escape …

[HTML][HTML] A kernel bound for non-symmetric stable distribution and its applications

X Jin, X Li, J Lu - Journal of Mathematical Analysis and Applications, 2020 - Elsevier
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Uniform dimension results for the inverse images of symmetric Lévy processes

H Park, Y Xiao, X Yang - Journal of Theoretical Probability, 2020 - Springer
We prove uniform Hausdorff and packing dimension results for the inverse images of a large
class of real-valued symmetric Lévy processes. Our main result for the Hausdorff dimension …