Persistence probabilities of weighted sums of stationary Gaussian sequences-Reference-Cited by-同舟云学术

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Persistence probabilities of weighted sums of stationary Gaussian sequences

Published:2023-05 Issue: Volume:159 Page:286-319
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Aurzada Frank^ORCID,Mukherjee Sumit^ORCID

Funder

National Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference32 articles.

1. Random Fields and Geometry;Adler,2007

2. Survival probabilities of weighted random walks;Aurzada;ALEA Lat. Am. J. Probab. Math. Stat.,2011

3. Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences;Aurzada;J. Stat. Phys.,2018

4. Persistence probabilities for stationary increment processes;Aurzada;Stochastic Process. Appl.,2018

5. Persistence probabilities of weighted sums of stationary Gaussian sequences;Aurzada,2020

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