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Persistence Probabilities and Exponents (Q2807249)

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Language	Label	Description	Also known as
English	Persistence Probabilities and Exponents	scientific article

Statements

scholarly article

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Persistence Probabilities and Exponents (English)

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zbMATH Open document ID

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10.1007/978-3-319-23138-9_3

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Lecture Notes in Mathematics

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publication date

19 May 2016

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full work available at URL

https://arxiv.org/abs/1203.6554

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

first passage time

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survival function

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persistence

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lower tail probability

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Gaussian process

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integrated process

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Lévy process

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random walk

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stable process

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MaRDI profile type

MaRDI publication profile

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On the one-sided exit problem for fractional Brownian motion

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Survival probabilities of weighted random walks

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Persistence of fractional Brownian motion with moving boundaries and applications

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Universality of the asymptotics of the one-sided exit problem for integrated processes

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The first passage time problem over a moving boundary for asymptotically stable Lévy processes

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Persistence probabilities for an integrated random walk bridge

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First passage times of L\'evy processes over a one-sided moving boundary

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Survival probabilities of autoregressive processes

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The inviscid Burgers equation with Brownian initial velocity

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Spitzer's condition for random walks and Lévy processes

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Maxima of sums of random variables and suprema of stable processes

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Fluctuation theory in continuous time

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Survival of a diffusing particle in a transverse shear flow: a first-passage problem with continuously varying persistence exponent

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Sticky Particles and Scalar Conservation Laws

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Pinning and wetting transition for (1\(+\)1)-dimensional fields with Laplacian interaction

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On the one-sided exit problem for stable processes in random scenery

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Persistence exponent for random processes in Brownian scenery

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No zero-crossings for random polynomials and the heat equation

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Random polynomials having few or no real zeros

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Persistence of iterated partial sums

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Random walks in cones

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Exit times for integrated random walks

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Persistence of some additive functionals of Sinai's walk

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On the asymptotic behaviour of first passage times for transient random walk

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Spitzer's condition and ladder variables in random walks

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Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.

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A UNIFYING APPROACH TO FRACTIONAL LÉVY PROCESSES

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Long Gaps Between Sign-Changes of Gaussian Stationary Processes

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Conditional persistence of Gaussian random walks

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On the First Passage of the Integrated Wiener Process

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Integrated Brownian motion, conditioned to be positive

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Asymptotic estimates for the distribution of additive functionals of Brownian motion by the Wiener-Hopf factorization method

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An asymptotic formula for the Kolmogorov diffusion and a refinement of Sinai's estimates for the integral of Brownian motion

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Lower tail probability estimates for subordinators and nondecreasing random walks

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Hausdorff dimension of regular points in stochastic Burgers flows with Lévy \(\alpha\)-stable initial data

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The 1971 Rietz Lecture Sums of Independent Random Variables--Without Moment Conditions

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Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)

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Suprema of Lévy processes

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First passage times for subordinate Brownian motions

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Sur le premier instant de passage de l'intégrale du mouvement brownien. (The first passage time for the integrated Brownian motion)

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A first passage time distribution for a discrete version of the Ornstein–Uhlenbeck process

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A normal comparison inequality and its applications

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Lower tail probabilities for Gaussian processes.

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A winding problem for a resonator driven by a white noise

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First-Passage Phenomena and Their Applications

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Maximum of a fractional Brownian motion: Probabilities of small values

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Unilateral small deviations of processes related to the fractional Brownian motion

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Survival exponents for some Gaussian processes

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Small values of the maximum for the integral of fractional Brownian motion

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Martingales and first passage times of AR(1) sequences

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Persistence of integrated stable processes

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Windings of the stable Kolmogorov process

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Regularities and irregularities in a random 0,1 sequence

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Real roots of random polynomials and zero crossing properties of diffusion equation

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The inviscid Burgers equation with initial data of Brownian type

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On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data

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Distribution of some functionals of the integral of a random walk

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Statistics of shocks in solutions of inviscid Burgers equation

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Clustering in a stochastic model of one-dimensional gas

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On the probability that integrated random walks stay positive

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Positivity of integrated random walks

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Some Results Concerning the Zero-Crossings of Gaussian Noise

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Mathematics(1 entry)

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