Random walks are determined by their trace on the positive half-line
| Autor: | Mateusz Kwaśnicki |
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| Rok vydání: | 2020 |
| Předmět: | |
| Zdroj: | Annales Henri Lebesgue. 3:1389-1397 |
| ISSN: | 2644-9463 |
| DOI: | 10.5802/ahl.64 |
| Popis: | We prove that the law of a random walk $X_n$ is determined by the one-dimensional distributions of $\max(X_n, 0)$ for $n = 1, 2, \ldots$, as conjectured recently by Loic Chaumont and Ron Doney. Equivalently, the law of $X_n$ is determined by its upward space-time Wiener-Hopf factor. Our methods are complex-analytic. |
| Databáze: | OpenAIRE |
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