Random walks are determined by their trace on the positive half-line
classification
🧮 math.PR
keywords
determinedrandomchaumontcomplex-analyticconjectureddistributionsdoneyequivalently
read the original abstract
We prove that the law of a random walk $X_n$ is determined by the one-dimensional distributions of $\max(X_n, 0)$ for $n = 1, 2, \ldots$, as conjectured recently by Lo\"ic Chaumont and Ron Doney. Equivalently, the law of $X_n$ is determined by its upward space-time Wiener-Hopf factor. Our methods are complex-analytic.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.