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Persistence probabilities of weighted sums of stationary Gaussian sequences - MaRDI portal

Persistence probabilities of weighted sums of stationary Gaussian sequences

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Publication:6335998

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DOI10.1016/j.spa.2023.02.003zbMath1509.60094arXiv2003.01192MaRDI QIDQ6335998

Frank Aurzada, Sumit Mukherjee

Publication date: 2 March 2020

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10)

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