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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
Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-109210ISI: 000338275400001OAI: oai:DiVA.org:liu-109210DiVA: diva2:737212
Available from: 2014-08-12 Created: 2014-08-11 Last updated: 2017-12-05Bibliographically approved

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Lifshits, Mikhail

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