Random walks and branching processes in correlated Gaussian environment

DOI10.1007/s10955-016-1677-7zbMath1434.82036arXiv1607.00999OpenAlexW2474893317MaRDI QIDQ2396565

Frank Aurzada, Nadine Guillotin-Plantard, Françoise Pène, Alexis Devulder

Publication date: 8 June 2017

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

Full work available at URL: https://arxiv.org/abs/1607.00999

zbMATH Keywords

persistencebranching processrandom environmentlong-range dependencerandom walkfirst passage timefractional Gaussian noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (4)

Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion ⋮ Some recent advances in random walks and random environments ⋮ Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting) ⋮ Branching processes in correlated random environment

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