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arxiv: 1205.2895 · v1 · pith:YDFYIXIHnew · submitted 2012-05-13 · 🧮 math.PR

Persistence probabilities for an integrated random walk bridge

classification 🧮 math.PR
keywords randomwalkintegratedasymptoticbridgecaravennaconditionedconjecture
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We prove that an integrated simple random walk, where random walk and integrated random walk are conditioned to return to zero, has asymptotic probability $n^{-1/2}$ to stay positive. This question is motivated by so-called random polymer models and proves a conjecture by Caravenna and Deuschel.

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