{"paper":{"title":"Persistence of iterated partial sums","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Amir Dembo, Fuchang Gao, Jian Ding","submitted_at":"2012-05-15T17:56:40Z","abstract_excerpt":"Let $S_n^{(2)}$ denote the iterated partial sums. That is, $S_n^{(2)}=S_1+S_2+ ... +S_n$, where $S_i=X_1+X_2+ ... s+X_i$. Assuming $X_1, X_2,....,X_n$ are integrable, zero-mean, i.i.d. random variables, we show that the persistence probabilities $$p_n^{(2)}:=\\PP(\\max_{1\\le i \\le n}S_i^{(2)}< 0) \\le c\\sqrt{\\frac{\\EE|S_{n+1}|}{(n+1)\\EE|X_1|}},$$ with $c \\le 6 \\sqrt{30}$ (and $c=2$ whenever $X_1$ is symmetric).  The converse inequality holds whenever the non-zero $\\min(-X_1,0)$ is bounded or when it has only finite third moment and in addition $X_1$ is squared integrable. Furthermore, $p_n^{(2)}\\"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1205.5596","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}