Caravenna-Deuschel conjecture for integrated random bridges

Let (Xi)(X_i) be centered i.i.d. increments with law μ\mu and finite variance, let SnS_n and AnA_n be the associated random walk and integrated walk, and write ΩN1+={A10,,AN10}\Omega_{N-1}^+=\{A_1\ge0,\ldots,A_{N-1}\ge0\}. Caravenna-Deuschel conjecture. For every such increment law,

P[ΩN1+AN=AN+1=0]N1/2.{\mathbb{P}}\left[\Omega_{N-1}^+\mid A_N=A_{N+1}=0\right]\asymp N^{-1/2}.

This concerns entropic repulsion for the integrated random walk conditioned to return to the origin; it is stated as an open result in the source.

Sources & referencesView supporting material

Primary source

Frank Aurzada and Thomas Simon, “Persistence probabilities \& exponents”, arXiv:1203.6554 (2012).

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