Persistence probabilities for a Bridge of an integrated simple random walk
2014 (English)In: Probability and Mathematical Statistics, ISSN 0208-4147, Vol. 34, no 1, 1-22 p.Article in journal (Refereed) Published
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.
entropic repulsion; integrated random walk; persistence probability; random polymer model
IdentifiersURN: urn:nbn:se:liu:diva-109210ISI: 000338275400001OAI: oai:DiVA.org:liu-109210DiVA: diva2:737212