Riemann-Hilbert problems and first-passage events for random walks

Data: 10 febbraio 2025 dalle 14:30 alle 16:30
Luogo: ROOM IR-1A via Irnerio 46, Bologna

I consider first-passage problems for one-dimensional random walks with independent and identically distributed jumps, starting from x_0=0. By formulating the problem as a Riemann-Hilbert problem, I obtain exact and semi-explicit formulas for the quantities of interest.

Partecipanti:
Mattia Radice

Riemann-Hilbert problems and first-passage events for random walks

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