scientific article; zbMATH DE number 5205675

zbMath1145.60027arXivmath/0701653MaRDI QIDQ5422652

Thomas Simon

Publication date: 29 October 2007

Full work available at URL: https://arxiv.org/abs/math/0701653

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zbMATH Keywords

stable processfluctuating additive functionallower tail probability: self-similar processWiener-Hopf factorization in two dimensions

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Local time and additive functionals (60J55) Limit theorems in probability theory (60F99)

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Persistence of iterated partial sums ⋮ Survival exponents for some Gaussian processes ⋮ Universality of the asymptotics of the one-sided exit problem for integrated processes ⋮ On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data ⋮ Persistence of integrated stable processes ⋮ Chung's law for homogeneous Brownian functionals ⋮ Persistence Probabilities and Exponents

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