Persistence Probabilities and Exponents

DOI10.1007/978-3-319-23138-9_3zbMath1338.60077arXiv1203.6554OpenAlexW2338113466MaRDI QIDQ2807249

Publication date: 19 May 2016

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.6554

zbMATH Keywords

Gaussian process persistence random walk survival function first passage time Lévy process integrated process stable process lower tail probability

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Other physical applications of random processes (60K40) Large deviations (60F10) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Cites Work