Persistence probabilities for an integrated random walk bridge

zbMath1316.60060arXiv1205.2895MaRDI QIDQ4980014

Steffen Dereich, Frank Aurzada, Mikhail Lifshits

Publication date: 20 June 2014

Full work available at URL: https://arxiv.org/abs/1205.2895

zbMATH Keywords

local limit theorempersistence probabilitiesintegrated simple random walk

Mathematics Subject Classification ID

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

Related Items (3)

Invariance principles for integrated random walks conditioned to stay positive ⋮ Exit times for integrated random walks ⋮ Persistence Probabilities and Exponents

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