Persistence probabilities for a bridge of an integrated simple random walk

• Autorzy: Aurzada F. , Dereich S. , Lifshits M.
• Języki publikacji: EN

Abstrakty

EN

We prove that an integrated simple random walk, where random walk and integrated random walk are conditioned to return to zero, has asymptotic probability n^−1/2 to stay positive. This question is motivated by random polymer models and proves a conjecture by Caravenna and Deuschel.

Słowa kluczowe

EN

integrated random walk; local limit theorem; persistence probability

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2014
• Tom: Vol. 34, Fasc. 1
• Strony: 1--22
• Opis fizyczny: Bibliogr. 19 poz.

Twórcy

autor

Aurzada F.

• Technische Universität Darmstadt, FB Mathematik, AG Stochastik, Schlossgartenstr. 7, 64289 Darmstadt, Germany

autor

Dereich S.

• Westfälische Wilhelms-Universität, Institut für Mathematische Statistik, Einsteinstr. 62, 48149 Münster, Germany

autor

Lifshits M.

• St. Petersburg State University, Department of Mathematics and Mechanics, Bibliotechnaya pl., 2, 198504 Stary Peterhof, Russia
• MAI, Linköping University, 58183 Linköping, Sweden

Bibliografia

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Uwagi

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).