Positivity of integrated random walks

DOI10.1214/12-AIHP487zbMath1293.60053arXiv1107.4943MaRDI QIDQ2438260

Vladislav V. Vysotsky

Publication date: 10 March 2014

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.4943

zbMATH Keywords

area of random walkintegrated random walkone-sided exit probabilitystable excursion

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Related Items (7)

The geometry of a critical percolation cluster on the UIPT ⋮ Survival exponents for some Gaussian processes ⋮ Invariance principles for integrated random walks conditioned to stay positive ⋮ Persistence of integrated stable processes ⋮ Exit times for integrated random walks ⋮ Persistence Probabilities and Exponents ⋮ Stability of overshoots of zero mean random walks

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