Statistics of persistent events in the binomial random walk: Will the drunken sailor hit the sober man? (Q1964539)
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English | Statistics of persistent events in the binomial random walk: Will the drunken sailor hit the sober man? |
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Statistics of persistent events in the binomial random walk: Will the drunken sailor hit the sober man? (English)
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20 February 2000
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The authors consider a simple discrete in space and time random walk on a one-dimensional lattice. Imagine that there is an obstacle which moves ballistically with velocity \(v\). If the walker is initially to the right of the obstacle, what is the probability \(F(t,v)\) that it will remain to the right up to time \(t\)? The authors show that this probability is quite nontrivial, at least as far as the \(v\) dependence is concerned.
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random walk
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large deviations
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persistence
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algebraic function
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