Persistence exponents via perturbation theory: AR(1)-processes

DOI10.1007/s10955-019-02384-3zbMath1427.60149arXiv1810.09861OpenAlexW2896831533WikidataQ127231397 ScholiaQ127231397MaRDI QIDQ2278850

Marvin Kettner, Frank Aurzada

Publication date: 11 December 2019

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

Full work available at URL: https://arxiv.org/abs/1810.09861

zbMATH Keywords

integral equationperturbation theoryeigenvalue problempersistenceMarkov chainautoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting) ⋮ Persistence of autoregressive sequences with logarithmic tails

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