Persistence probabilities for a bridge of an integrated simple random walk
Słowa kluczowe:
Integrated random walk, local limit theorem, persistence probabilityAbstrakt
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 random polymer models and proves a conjecture by Caravenna and Deuschel.
