Survival probabilities of weighted random walks

zbMath1276.60057arXiv1101.4857MaRDI QIDQ2863700

Frank Aurzada, Christoph Baumgarten

Publication date: 3 December 2013

Full work available at URL: https://arxiv.org/abs/1101.4857

zbMATH Keywords

survival exponentsmall value probabilityone-sided barrier problemdiscrete Ornstein-Uhlenbeck processweighted random walkonesided exit problem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65)

Related Items (9)

First-passage times for random walks with nonidentically distributed increments ⋮ Persistence of iterated partial sums ⋮ Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials ⋮ Persistence probabilities of weighted sums of stationary Gaussian sequences ⋮ Persistence exponents via perturbation theory: AR(1)-processes ⋮ Persistence Probabilities and Exponents ⋮ Persistence of one-dimensional AR(1)-sequences ⋮ Persistence exponents in Markov chains ⋮ Persistence Probability for a Class of Gaussian Processes Related to Random Interface Models

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