19–21 nov. 2025
IHES
Fuseau horaire Europe/Paris

Persistence Probabilities for Random Walks and Related Processes

21 nov. 2025, 14:00
50m
Centre de conférences Marilyn et James Simons (IHES)

Centre de conférences Marilyn et James Simons

IHES

Le Bois-Marie 35, route de Chartres 91440 Bures-sur-Yvette

Orateur

Kilian Raschel (Université d'Angers)

Description

In this talk, we will discuss the persistence probabilities of various random processes, including random walks, autoregressive sequences, and moving average sequences. By studying their generating functions, we will establish connections between these persistence probabilities and several special functions, such as deformed exponential functions and generating functions of certain combinatorial polynomials.

https://arxiv.org/abs/2507.04427
https://arxiv.org/abs/2112.03016

Documents de présentation