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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)
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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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