Persistence probabilities for a bridge of an integrated simple random walk

F. Aurzada; S. Dereich; M. Lifshits

Persistence probabilities for a bridge of an integrated simple random walk

F. Aurzada, S. Dereich, M. Lifshits

Кафедра теории вероятностей и математической статистики

Research output

2 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	1-22
Journal	Probability and Mathematical Statistics
Issue number	1
Publication status	Published - 2014

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abstract = "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.",

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JO - Probability and Mathematical Statistics

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