FOLDS Seminar: Positive random walks and positive-semidefinite random matrices
/
Amy Gutmann Hall, Room 306
3317 Chestnut Street, Philadelphia, PA, United States
On the real line, a random walk that can only move in the positive direction is very unlikely to remain close to its starting point. After a fixed number of steps, the left tail has a Gaussian profile, under minimal assumptions. Remarkably, the same phenomenon occurs when we consider a positive random walk on the […]

