Persistence exponents in Markov chains

DOI10.1214/20-AIHP1114zbMath1483.60041arXiv1703.06447OpenAlexW3183850799MaRDI QIDQ2077328

Sumit Mukherjee, Frank Aurzada, Ofer Zeitouni

Publication date: 25 February 2022

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.06447

zbMATH Keywords

integral equationeigenvalue problempersistenceMarkov chainlarge deviationsquasi-stationary distributionARMA

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Eigenvalue problems for linear operators (47A75) Large deviations (60F10) Eigenvalue problems for integral equations (45C05)

Related Items (7)

Persistence of heavy-tailed sample averages: principle of infinitely many big jumps ⋮ Universality for persistence exponents of local times of self-similar processes with stationary increments ⋮ Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials ⋮ Persistence probabilities of weighted sums of stationary Gaussian sequences ⋮ Persistence exponents via perturbation theory: AR(1)-processes ⋮ Persistence of one-dimensional AR(1)-sequences ⋮ Persistence of autoregressive sequences with logarithmic tails

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