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Pré-Publication, Document De Travail Année : 2016

Simple random walks on the integers conditioned to stay nonnegative

Résumé

This note gathers some known results on one-dimensional simple random walks conditioned to stay nonnegative. We especially focus on two different notions of such conditionings in the zero drift case. This is the simplest case of the problem we consider in [D] in a multidimensional setting where we solve it by using tools from representation theory. It is worthy of interest to expose apart this particular one-dimensional case in details since it can be studied by using only elementary arguments.
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Dates et versions

hal-01279451 , version 1 (26-02-2016)

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  • HAL Id : hal-01279451 , version 1

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Vivien Despax. Simple random walks on the integers conditioned to stay nonnegative. 2016. ⟨hal-01279451⟩
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