Persistence probabilities for stationary increment processes

Author:

Aurzada Frank,Guillotin-Plantard Nadine,Pène Françoise

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference34 articles.

1. On the one-sided exit problem for fractional Brownian motion;Aurzada;Electron. Comm. Probab.,2011

2. Universality of the asymptotics of the one-sided exit problem for integrated processes;Aurzada;Ann. Inst. Henri Poincaré Probab. Stat.,2013

3. Persistence probabilities and exponents;Aurzada,2015

4. Inequalities for the rth absolute moment of a sum of random variables, 1≤r≤2;von Bahr;Ann. Math. Statist.,1965

5. A central limit theorem for two-dimensional random walks in random sceneries;Bolthausen;Ann. Probab.,1989

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