Local times of Bernoulli walk

Economics

Partial survival and inelastic collapse for a randomly accelerated particle

We present an exact derivation of the survival probability of a randomly accelerated particle subject to partial absorption at the origin. We determine the persistence exponent and the amplitude associated to the decay of the survival probability at large times. For the problem of inelastic reflection at the origin, with coefficient of restitution $r$, we give a new derivation of the condition for inelastic collapse, $r<r_c=e^{-\pi/\sqrt{3}}$, and determine the persistence exponent exactly.Comment: 6 page

Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences

Following Cs\"{o}rg\H{o}, Szyszkowicz and Wang (Ann. Statist. {\bf 34}, (2006), 1013--1044) we consider a long range dependent linear sequence. We prove weak convergence of the uniform Vervaat and the uniform Vervaat error processes, extending their results to distributions with unbounded support and removing normality assumption

Patterns in random walks and Brownian motion

We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting patterns. These suggest corresponding results on the existence/non-existence of continuous paths embedded in Brownian motion. With further effort we are able to prove some of these existence and non-existence results by various stochastic analysis arguments. A list of open problems is presented.Comment: 31 pages, 4 figures. This paper is published at http://link.springer.com/chapter/10.1007/978-3-319-18585-9_