Jason Cantarella

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Name Jason Cantarella
Member for 2 years
Seen May 1 at 21:02
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Location University of Georgia
Age 41
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