Persistence probabilities for a Bridge of an integrated simple random walk

MaRDI QIDQ4980014zbMATH OpenFDO

Authors Frank Aurzada, Steffen Dereich, M. A. Lifshits

Publication date 20 June 2014

Full work available at URL https://arxiv.org/abs/1205.2895, http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=34.1&nrA=1&ppB=1&ppE=22

zbMATH Keywords

integrated simple random walklocal limit theorempersistence probabilities

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Sums of independent random variables; random walks (60G50)

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 so-called random polymer models and proves a conjecture by Caravenna and Deuschel.

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Cited in

(11)

• Statistics of persistent events in the binomial random walk: Will the drunken sailor hit the sober man?
• Bridges with random length: gamma case
• Exit times for integrated random walks
• The fixed irreducible bridge ensemble for self-avoiding walks
• Conditional persistence of Gaussian random walks
• Persistence probabilities and exponents
• Invariance principles for integrated random walks conditioned to stay positive
• Sinaĭ excursions: an analogue of Sparre Andersen's formula for the area process of a random walk
• An application of Sparre Andersen's fluctuation theorem for exchangeable and sign-invariant random variables
• Counting graphic sequences via integrated random walks
• On the probability that integrated random walks stay positive

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