Seminars: V. V. Vysotsky, Positivity of long random sequences

SEMINARS


PreMoLab Seminar October 9, 2013 19:00, Moscow, A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences (Bol'shoi Karetnyi per., 19), room 615

Positivity of long random sequences V. V. Vysotsky^abc ^a Arizona State University ^b Saint Petersburg State University ^c St. Petersburg Department of V. A. Steklov Institute of Mathematics of the Russian Academy of Sciences
http://www.youtube.com/watch?v=7k4d9czjKts Abstract: Consider a sequence of centered random variables. What is the probability that it stays positive for a long time? Surprisingly little is known on this question: only the case that the sequence is a random walk is well understood besides the trivial situation that all variables are independent. We will discuss our results for two specific types of random sequences that arise in several models of mathematical physics.