Persistence Probabilities of Two-Sided (Integrated) Sums of Correlated Stationary Gaussian Sequences
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematical Physics,Statistical and Nonlinear Physics
Link
http://link.springer.com/article/10.1007/s10955-018-1954-8/fulltext.html
Reference20 articles.
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4. Aurzada, F., Guillotin-Plantard, N., Pène, F.: Persistence probabilities for stationary increment processes. Stoch. Process. Their Appl. https://doi.org/10.1016/j.spa.2017.07.016
5. Aurzada, F., Simon, T.: Persistence probabilities and exponents. In: Lévy Matters V, vol. 2149 of Lecture Notes in Mathematics, pp. 183–224. Springer, Cham (2015)
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