Standard

Persistence probabilities for a bridge of an integrated simple random walk. / Aurzada, F.; Dereich, S.; Lifshits, M.

в: Probability and Mathematical Statistics, № 1, 2014, стр. 1-22.

Результаты исследований: Научные публикации в периодических изданиях › статья

Harvard

Aurzada, F, Dereich, S & Lifshits, M 2014, 'Persistence probabilities for a bridge of an integrated simple random walk', Probability and Mathematical Statistics, № 1, стр. 1-22. <http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84902267918&origin=inward>

APA

Aurzada, F., Dereich, S., & Lifshits, M. (2014). Persistence probabilities for a bridge of an integrated simple random walk. Probability and Mathematical Statistics, (1), 1-22. http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84902267918&origin=inward

Vancouver

Aurzada F, Dereich S, Lifshits M. Persistence probabilities for a bridge of an integrated simple random walk. Probability and Mathematical Statistics. 2014;(1):1-22.

Author

Aurzada, F. ; Dereich, S. ; Lifshits, M. / Persistence probabilities for a bridge of an integrated simple random walk. в: Probability and Mathematical Statistics. 2014 ; № 1. стр. 1-22.

BibTeX

@article{d5198ea9e4064db79744aeee68a1f19c,
title = "Persistence probabilities for a bridge of an integrated simple random walk",
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.",
author = "F. Aurzada and S. Dereich and M. Lifshits",
year = "2014",
language = "English",
pages = "1--22",
journal = "Probability and Mathematical Statistics",
issn = "0208-4147",
publisher = "PWN",
number = "1",

}

RIS

TY - JOUR

T1 - Persistence probabilities for a bridge of an integrated simple random walk

AU - Aurzada, F.

AU - Dereich, S.

AU - Lifshits, M.

PY - 2014

Y1 - 2014

N2 - 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.

AB - 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.

M3 - Article

SP - 1

EP - 22

JO - Probability and Mathematical Statistics

JF - Probability and Mathematical Statistics

SN - 0208-4147

IS - 1

ER -

ID: 7064225