Czasopisma Naukowe w Sieci (CNS)

Persistence probabilities for a bridge of an integrated simple random walk

  1. Frank Aurzada
  2. Steffen Dereich
  3. Mikhail Lifshits

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 n−1/2 to stay positive. This question is motivated by random polymer models and proves a conjecture by Caravenna and Deuschel.

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Probability and Mathematical Statistics

34, z. 1, 2014

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