27–31 janv. 2025
Orsay
Fuseau horaire Europe/Paris

On the first positive position of a random walker

30 janv. 2025, 10:45
45m
Orsay

Orsay

307 rue Michel Magat

Orateur

M. Claude Godrèche

Description

The distribution of the first positive position reached by a random walker starting from the origin plays a fundamental role in describing the statistics of extremes and records in one-dimensional random walks.
We present a comprehensive study of this distribution, with a particular focus on its moments and asymptotic behaviour, in the case where the step distribution is continuous and symmetric, encompassing both diffusive random walks and Lévy flights.

Documents de présentation

Aucun document.