English

Persistence probabilities for MA(1) sequences with uniform innovations

Probability 2025-07-08 v1 Combinatorics

Abstract

We study the persistence probabilities of a moving average process of order one with uniform innovations. We identify a number of regions, characterized by the location of the uniform distribution and the coupling parameter of the process, where the persistence probabilities have qualitatively different behaviour. We obtain the generating functions of the persistence probabilities explicitly in all possible regions. In some of the regions, the persistence probabilities can be expressed explicitly in terms of various combinatorial quantities.

Keywords

Cite

@article{arxiv.2507.04427,
  title  = {Persistence probabilities for MA(1) sequences with uniform innovations},
  author = {Frank Aurzada and Kilian Raschel},
  journal= {arXiv preprint arXiv:2507.04427},
  year   = {2025}
}

Comments

22 pages, 1 figure

R2 v1 2026-07-01T03:48:26.067Z