Year: 2015
Type: preprint
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.
Source: arXiv (Cornell University)
Institutions: Technische Universität Darmstadt, Institut Camille Jordan
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1504124325