Jason Cantarella
|
Registered User
|
I am a mathematician at the University of Georgia, interested in topology, geometry and computation.
|
|
Mar 27 |
awarded | ● Supporter |
|
Feb 21 |
comment |
Distribution of maximum of random walk conditioned to stay positive @Ilya, you are completely correct (forehead smack). I edited the question to make it more clear that I'm thinking about the max of a finite walk which is conditioned to stay in $[0,\infty)$ for $n$ steps. |
|
Feb 21 |
revised |
Distribution of maximum of random walk conditioned to stay positive Improved description of condition, thank you to Ilya! |
|
Feb 21 |
comment |
Random walk conditioned on sum and last step Sorry, the last step occurs only once. |
|
Feb 21 |
comment |
Random walk conditioned on sum and last step The $X_i$ aren't equally weighted to form an $S_k$: in particular, everything BUT the last step occurs twice, while the last step only once. |
|
Feb 20 |
comment |
Distribution of maximum of random walk conditioned to stay positive Ideally, we'd have small $n$ too. But I'd be happy with the large-$n$ limit. |
|
Feb 20 |
asked | Random walk conditioned on sum and last step |
|
Feb 20 |
asked | Distribution of maximum of random walk conditioned to stay positive |

