Random Walks, First Returns and Sparre Andersen Theorem
Statistical Physics and Complexity Group meeting
Random Walks, First Returns and Sparre Andersen Theorem
- Event time: 11:30am
- Event date: 27th April 2016
- Speaker: Professor Martin Evans (School of Physics & Astronomy, University of Edinburgh)
- Location: Room 2511, James Clerk Maxwell Building (JCMB) James Clerk Maxwell Building Peter Guthrie Tait Road Edinburgh EH9 3FD GB
Event details
In this talk I'll look at computing the probability of the time to the first return to the origin of a random walk. I'll consider various jump distributions of the walk and discuss (without proof) a very strong result known as Sparre Andersen Theorem.
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