Persistence probabilities in centered, stationary, Gaussian processes in discrete time

DOI10.1007/s13226-016-0183-6zbMath1354.60038arXiv1602.00098OpenAlexW2964229575MaRDI QIDQ2520134

Yanyan Li

Publication date: 13 December 2016

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.00098

zbMATH Keywords

spectral measurestationary Gaussian processespersistence probabilityhole probabilitygap probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items (3)

Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting) ⋮ Persistence of Gaussian stationary processes: a spectral perspective ⋮ Persistence exponents in Markov chains

Cites Work

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• Random polynomials having few or no real zeros
• Long Gaps Between Sign-Changes of Gaussian Stationary Processes
• Zero Crossing Probabilities for Gaussian Stationary Processes

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