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

Результат исследований: Научные публикации в периодических изданиях › статья

2 Цитирования (Scopus)

Аннотация

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.

Язык оригинала	английский
Страницы (с-по)	1-22
Журнал	Probability and Mathematical Statistics
Номер выпуска	1
Состояние	Опубликовано - 2014

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Цитировать

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