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arXiv:1012.2956 [math.PR]AbstractReferencesReviewsResources

Penalisation of the symmetric random walk by several functions of the supremum

Pierre Debs

Published 2010-12-14Version 1

In this paper, we penalised the standard random walk by several functions of its maximum. The aim is to show that in spite of very close penalisation functions, under the new probabilities, the canonical process behaves very differently.

Categories: math.PR
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