Probability seminar: A random string near a wall

13 November 2015, 3.40 PM - 13 November 2015, 4.40 PM

Lorenzo Zambotti, Université de Paris 6

SM3, School of Mathematics

Lorenzo Zambotti, Université de Paris 6

A random string near a wall

Consider a symmetric simple random walk conditioned to be back at zero at time 2N and to keep non-negative all the way; its law is the invariant measure of a natural Markov chain on the so called Dyck paths. We discuss the properties of the scaling limit of this Markov chain, which is a stochastic PDE with reflection at 0. The main focus is on the random contact set where the process hits 0.

Contact information

Organisers: Marton Balazs, Haeran Cho

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