Persistence exponent for discrete-time, time-reversible processes
Probability
2015-02-25 v1
Abstract
We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension with Gaussian scenery. Second, we deal with sums of stationary Gaussian sequences with correlations exhibiting long-range dependence. Apart from the persistence probability we deal with the position of the maximum and the time spent on the positive half-axis by the process.
Cite
@article{arxiv.1502.06799,
title = {Persistence exponent for discrete-time, time-reversible processes},
author = {Frank Aurzada and Nadine Guillotin-Plantard},
journal= {arXiv preprint arXiv:1502.06799},
year = {2015}
}