liu.seSearch for publications in DiVA
Change search
ReferencesLink to record
Permanent link

Direct link
Persistence probabilities for a Bridge of an integrated simple random walk
Technical University of Darmstadt, Germany .
University of Münster, Germany .
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology. St. Petersburg State University, Russia.
2014 (English)In: Probability and Mathematical Statistics, ISSN 0208-4147, Vol. 34, no 1, 1-22 p.Article in journal (Refereed) Published
Abstract [en]

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 random polymer models and proves a conjecture by Caravenna and Deuschel.

Place, publisher, year, edition, pages
Wroclaw University of Technology , 2014. Vol. 34, no 1, 1-22 p.
Keyword [en]
entropic repulsion; integrated random walk; persistence probability; random polymer model
National Category
URN: urn:nbn:se:liu:diva-109210ISI: 000338275400001OAI: diva2:737212
Available from: 2014-08-12 Created: 2014-08-11 Last updated: 2014-09-11Bibliographically approved

Open Access in DiVA

No full text

Other links

Link to article

Search in DiVA

By author/editor
Lifshits, Mikhail
By organisation
Mathematical Statistics The Institute of Technology
In the same journal
Probability and Mathematical Statistics

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 96 hits
ReferencesLink to record
Permanent link

Direct link