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Seminar by Department of Discrete Mathematic, Steklov Mathematical Institute of RAS
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On the prospective minimum of a random walk conditioned to stay nonnegative V. A. Vatutin, E. E. Dyakonova Steklov Mathematical Institute of Russian Academy of Sciences, Moscow |
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Abstract: Let $$ S_{0}=0,\quad S_{n}=X_{1}+...+X_{n},\ n\geq 1, $$ be a random walk whose increments belong without centering to the domain of attraction of a stable law with scaling constants $$ \lim_{r,k,n\rightarrow \infty }\mathbf{P}\left( L_{r,n}\leq ya_{k}|S_{n}\leq ta_{k},L_{0,n}\geq 0\right) ,t\in \left( 0,\infty \right) $$ can have five different expressions, the forms of which depend on the relationships between the parameters The obtained results are used to study the distribution of the number of particles in a critical reduced branching process in a random environment. |