Ya. G. Sinai, “Distribution of some functionals of the integral of a random walk”, TMF, 90:3 (1992), 323–353; Theoret. and Math. Phys., 90:3 (1992), 219

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Teoreticheskaya i Matematicheskaya Fizika, 1992, Volume 90, Number 3, Pages 323–353 (Mi tmf5546)

This article is cited in 85 scientific papers (total in 86 papers)

Distribution of some functionals of the integral of a random walk

Ya. G. Sinai

Landau Institute for Theoretical Physics, USSR Academy of Sciences

Full-text PDF (2099 kB) Citations (86)

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Abstract: The asymptotic behavior of the probabilities associated with the first crossing of a straight line or parabola by the integral of a Brownian curve is studied.

Received: 22.08.1991

English version:
Theoretical and Mathematical Physics, 1992, Volume 90, Issue 3, Pages 219–241
DOI: https://doi.org/10.1007/BF01036528

Bibliographic databases:

Language: Russian

Citation: Ya. G. Sinai, “Distribution of some functionals of the integral of a random walk”, TMF, 90:3 (1992), 323–353; Theoret. and Math. Phys., 90:3 (1992), 219–241

Citation in format AMSBIB

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\jour Theoret. and Math. Phys.

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Linking options:

https://www.mathnet.ru/eng/tmf5546

https://www.mathnet.ru/eng/tmf/v90/i3/p323

This publication is cited in the following 86 articles:

Paul Balister, Serte Donderwinkel, Carla Groenland, Tom Johnston, Alex Scott, “Counting graphic sequences via integrated random walks”, Trans. Amer. Math. Soc., 2025
Omar Malik, Melinda Varga, Alaa Moussawi, David Hunt, Boleslaw K. Szymanski, Zoltan Toroczkai, Gyorgy Korniss, “Diffusive persistence on disordered lattices and random networks”, Phys. Rev. E, 109:2 (2024)
Hanshuang Chen, Lulu Tian, Guofeng Li, “Short-time large deviation of constrained random acceleration process”, Phys. Rev. E, 110:6 (2024)
Michael Bär, Jetlir Duraj, Vitali Wachtel, “Invariance principles for integrated random walks conditioned to stay positive”, Ann. Appl. Probab., 33:1 (2023)
Przemysław Pogorzelec, Bartłomiej Dybiec, “Stochastic kinetics under combined action of two noise sources”, Phys. Rev. E, 107:4 (2023)
Ion Santra, Durgesh Ajgaonkar, Urna Basu, “The dichotomous acceleration process in one dimension: position fluctuations”, J. Stat. Mech., 2023:8 (2023), 083201
Theory Probab. Appl., 67:1 (2022), 77–88
Frank Aurzada, Martin Kilian, Ercan Sönmez, “Persistence probabilities of mixed FBM and other mixed processes”, J. Phys. A: Math. Theor., 55:30 (2022), 305003
Claude Godrèche, Jean-Marc Luck, “Record Statistics of Integrated Random Walks and the Random Acceleration Process”, J Stat Phys, 186:1 (2022)
Random Motions in Markov and Semi‐Markov Random Environments 2, 2021, 177
Random Motions in Markov and Semi‐Markov Random Environments 1, 2021, 205
David S. Dean, Satya N. Majumdar, Hendrik Schawe, “Position distribution in a generalized run-and-tumble process”, Phys. Rev. E, 103:1 (2021)
Prashant Singh, “Random acceleration process under stochastic resetting”, J. Phys. A: Math. Theor., 53:40 (2020), 405005
Markus Nyberg, Ludvig Lizana, “Persistence of non-Markovian Gaussian stationary processes in discrete time”, Phys. Rev. E, 97:4 (2018)
Theodore W. Burkhardt, “Occupation Time of a Randomly Accelerated Particle on the Positive Half Axis: Results for the First Five Moments”, J Stat Phys, 169:4 (2017), 730
Hermann Joël Ouandji Boutcheng, Thomas Bouetou Bouetou, Theodore W Burkhardt, Alberto Rosso, Andrea Zoia, Kofane Timoleon Crepin, “Occupation time statistics of the random acceleration model”, J. Stat. Mech., 2016:5 (2016), 053213
Arturo L. Zamorategui, Vivien Lecomte, Alejandro B. Kolton, “Distribution of zeros in the rough geometry of fluctuating interfaces”, Phys. Rev. E, 93:4 (2016)
Stefan Adams, Alexander Kister, Hendrik Weber, “Sample path large deviations for Laplacian models in $(1+1)$-dimensions”, Electron. J. Probab., 21:none (2016)
Alexis Devulder, “Persistence of some additive functionals of Sinai's walk”, Ann. Inst. H. Poincaré Probab. Statist., 52:3 (2016)
Sergey Knysh, “Zero-temperature quantum annealing bottlenecks in the spin-glass phase”, Nat Commun, 7:1 (2016)

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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References:	137
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