Persistence exponent for discrete-time, time-reversible processes
classification
🧮 math.PR
keywords
persistencedealdiscrete-timeexponentgaussianprobabilityprocessesrandom
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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.
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