Persistence probabilities of weighted sums of stationary Gaussian sequences
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Publication:2698483
DOI10.1016/j.spa.2023.02.003OpenAlexW3009635843MaRDI QIDQ2698483
Frank Aurzada, Sumit Mukherjee
Publication date: 24 April 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.01192
fractional Brownian motionGaussian processstationary processfirst passage timepersistence probability
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10)
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Cites Work
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