Seminars
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
Calendar
Search
Add a seminar

RSS
Forthcoming seminars




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

Number of views:
This page:111

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 $n$.
 
  Contact us:
 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024