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Colloquium of Department of Mathematics and Computer Science
room 105, 14th line V.O., 29
17:10, June 16 (Friday)
The classic Sparre Andersen theorem states that for a symmetric continuous random walk, the probability of staying positive for n steps does not depend on the distribution of the walk step and equals (2n-1)!!/(2n)!!. We will show how this result can be generalized to the multidimensional case using the properties of polyhedral cones. No prior knowledge is required for understanding.
The talk is based on joint work with Fedor Petrov and Julien Randon-Furling.