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Seminar by Department of Discrete Mathematic, Steklov Mathematical Institute of RAS
November 16, 2021 16:00, Moscow, Steklov Mathematical Institute of RAS, Room 511 (8 Gubkina)
 


Integrated random walks conditioned to stay positive

Vitalii Vakhtel'

Bielefeld University

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Abstract: Let S(n) be a driftless random walk with finite variance. We consider an integrated random walk A(n)=S(1)+S(2)+...+S(n). The main purpose of this talk is to discuss recent progress in studying the pair (A(n),S(n)) under condition that the integrated walk A(k) remains positive up to a large time n.
 
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