On the probability that integrated random walks stay positive

DOI10.1016/j.spa.2010.03.005zbMath1202.60070arXiv0911.5456OpenAlexW2031111592MaRDI QIDQ981020

Vladislav V. Vysotsky

Publication date: 8 July 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.5456

zbMATH Keywords

excursionarea of excursionarea of random walkintegrated random walkone-sided exit probability

Mathematics Subject Classification ID

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

Related Items

The geometry of a critical percolation cluster on the UIPT, Persistence of iterated partial sums, Survival exponents for some Gaussian processes, Invariance principles for integrated random walks conditioned to stay positive, Universality of the asymptotics of the one-sided exit problem for integrated processes, Positivity of integrated random walks, Exit times for integrated random walks, Persistence Probabilities and Exponents, Local asymptotics for the area under the random walk excursion, Stability of overshoots of zero mean random walks

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