Persistence of iterated partial sums
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Publication:372571
DOI10.1214/11-AIHP452zbMath1274.60144arXiv1205.5596OpenAlexW3101904299MaRDI QIDQ372571
Jian Ding, Fuchang Gao, Amir Dembo
Publication date: 9 October 2013
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.5596
persistencerandom walkfirst passage timeiterated partial sumslower tail probabilityone-sided probability
Related Items (12)
Limit theorems for affine Markov walks conditioned to stay positive ⋮ Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption ⋮ The inviscid Burgers equation with fractional Brownian initial data: the dimension of regular Lagrangian points ⋮ Survival exponents for some Gaussian processes ⋮ Invariance principles for integrated random walks conditioned to stay positive ⋮ Positivity of integrated random walks ⋮ Persistence of integrated stable processes ⋮ Persistence exponents for Gaussian random fields of fractional Brownian motion type ⋮ Exit times for integrated random walks ⋮ Persistence Probabilities and Exponents ⋮ Probability to be positive for the membrane model in dimensions 2 and 3 ⋮ Persistence Probability for a Class of Gaussian Processes Related to Random Interface Models
Cites Work
- Clustering in a stochastic model of one-dimensional gas
- On the probability that integrated random walks stay positive
- Universality of the asymptotics of the one-sided exit problem for integrated processes
- Pinning and wetting transition for (1\(+\)1)-dimensional fields with Laplacian interaction
- A winding problem for a resonator driven by a white noise
- Survival probabilities of weighted random walks
- Random polynomials having few or no real zeros
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