Distribution of some functionals of the integral of a random walk

DOI10.1007/BF01018812MaRDI QIDQ1316832zbMATH OpenOpenAlexWikidataFDO

Authors Ya. G. Sinai

Publication date 12 April 1994

Published in Theoretical and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01018812

zbMATH Keywords

Wiener processgenerating functionhitting timerandom integer-valued sequencesimplest random walk

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Sums of independent random variables; random walks (60G50)

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• Invariance principles for integrated random walks conditioned to stay positive
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• Occupation time of a randomly accelerated particle on the positive half axis: results for the first five moments
• Inverse magnetic catalysis from improved holographic QCD in the Veneziano limit
• Clustering in a stochastic model of one-dimensional gas
• On the probability that integrated random walks stay positive
• The fundamental matrix for a certain random walk
• Survival exponents for some Gaussian processes

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