Georgie Knight - Università di Bologna #
Time for Sparre-Andersen #
We will discuss the first passage time from the negative semi axis of a 
one-dimensional random walker. The Sparre-Andersen theorem is a 
remarkable result in probability theory concerning the universality of 
the ubiquitous first-passage-time distribution in this setting. We 
modify the Sparre-Andersen proof to deal with spatio-temporal 
correlations then show that given these considerations, there are 
natural processes that display deviations from the standard 
universality. We then use this modification to discuss the first return 
time for a Levy walk.