Persistence probabilities for an integrated random walk bridge
Probability
2015-02-24 v1
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 to stay positive. This question is motivated by so-called random polymer models and proves a conjecture by Caravenna and Deuschel.
Cite
@article{arxiv.1205.2895,
title = {Persistence probabilities for an integrated random walk bridge},
author = {Frank Aurzada and Steffen Dereich and Mikhail Lifshits},
journal= {arXiv preprint arXiv:1205.2895},
year = {2015}
}
Comments
26 pages