Persistence of Gaussian processes: non-summable correlations

DOI10.1007/s00440-016-0746-9zbMath1375.60079arXiv1508.06659OpenAlexW2964127345MaRDI QIDQ1682497

Sumit Mukherjee, Amir Dembo

Publication date: 30 November 2017

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.06659

zbMATH Keywords

Gaussian processesregularly varying\(\nabla \phi \)-interfacepersistence probabilities

Mathematics Subject Classification ID

Gaussian processes (60G15) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)

Related Items (14)

First passage times over stochastic boundaries for subdiffusive processes ⋮ Persistence of heavy-tailed sample averages: principle of infinitely many big jumps ⋮ Persistence probabilities of mixed FBM and other mixed processes ⋮ Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion ⋮ Leadership exponent in the pursuit problem for 1-D random particles ⋮ Point processes, hole events, and large deviations: random complex zeros and Coulomb gases ⋮ Persistence probabilities of a smooth self-similar anomalous diffusion process ⋮ Persistence probabilities of weighted sums of stationary Gaussian sequences ⋮ Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting) ⋮ Persistence of Gaussian stationary processes: a spectral perspective ⋮ Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution ⋮ Persistence probability of random Weyl polynomial ⋮ Persistence probability of a random polynomial arising from evolutionary game theory ⋮ Persistence exponents in Markov chains

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