The persistence exponents of Gaussian random fields connected by the Lamperti transform

DOI10.1007/s10955-021-02864-5zbMath1490.60081arXiv2107.14017OpenAlexW4287064124MaRDI QIDQ2073425

G. M. Molchan

Publication date: 2 February 2022

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.14017

zbMATH Keywords

fractional Brownian motionGaussian processespersistence probability

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

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