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PreMoLab Seminar
October 9, 2013 19:00, Moscow, A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences (Bol'shoi Karetnyi per., 19), room 615
 


Positivity of long random sequences

V. V. Vysotskyabc

a Arizona State University
b Saint Petersburg State University
c St. Petersburg Department of V. A. Steklov Institute of Mathematics of the Russian Academy of Sciences
Supplementary materials:
Adobe PDF 226.2 Kb

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Abstract: Consider a sequence of centered random variables. What is the probability that it stays positive for a long time? Surprisingly little is known on this question: only the case that the sequence is a random walk is well understood besides the trivial situation that all variables are independent. We will discuss our results for two specific types of random sequences that arise in several models of mathematical physics.

Supplementary materials: premolab.pdf (226.2 Kb)
 
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