Loic B'ethencourt

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20212025

most citedAn application of Sparre Andersen's fluctuation theorem for exchangeable and sign-invariant random variables

2 citations · 4 across the 6 of their papers we have counts for

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Showing 2023 · math.PRShow all

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math.PR2023★ 2 cited

An application of Sparre Andersen's fluctuation theorem for exchangeable and sign-invariant random variables

Quentin Berger, Loïc Béthencourt

We revisit here a famous result by Sparre Andersen on persistence probabilities $P (S_{k} > 0 \forall 0 \leq k \leq n)$ for symmetric random walks $(S_{n})_{n \geq 0}$ . We give…

math.PR2023★ 1 cited

Persistence problems for additive functionals of one-dimensional Markov processes

Quentin Berger, Loïc Béthencourt, Camille Tardif

In this article, we consider additive functionals $ζ_{t} = \int_{0}^{t} f (X_{s}) d s$ of a càdlàg Markov process $(X_{t})_{t \geq 0}$ on $R$ . Under some general conditions on…