Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes (Q4618081): Difference between revisions

Latest revision as of 15:38, 14 September 2024

scientific article; zbMATH DE number 7014725

Language	Label	Description	Also known as
English	Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes	scientific article; zbMATH DE number 7014725

Statements

instance of

scholarly article

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title

Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes (English)

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zbMATH Open document ID

1442.60041

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DOI

10.1137/S0040585X97T989325

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Theory of Probability & Its Applications

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publication date

7 February 2019

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full work available at URL

https://arxiv.org/abs/1607.04045

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Mathematics Subject Classification ID

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long-range dependence

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persistence

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random walk

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Hermite process

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Rosenblatt process

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correlation inequality

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first passage times

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MaRDI profile type

MaRDI publication profile

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arXiv ID

1607.04045

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cites work

On the one-sided exit problem for fractional Brownian motion

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Persistence of fractional Brownian motion with moving boundaries and applications

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Universality of the asymptotics of the one-sided exit problem for integrated processes

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Persistence probabilities for stationary increment processes

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Persistence Probabilities and Exponents

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On the one-sided exit problem for stable processes in random scenery

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Persistence exponent for random processes in Brownian scenery

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Non-central limit theorems for non-linear functional of Gaussian fields

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Royen’s Proof of the Gaussian Correlation Inequality

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Probability Inequalities

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Maximum of a fractional Brownian motion: Probabilities of small values

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Unilateral small deviations of processes related to the fractional Brownian motion

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Survival exponents for some Gaussian processes

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The inviscid Burgers equation with fractional Brownian initial data: the dimension of regular Lagrangian points

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Survival exponents for fractional Brownian motion with multivariate time

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The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals

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Asymptotics for Associated Random Variables

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A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions

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Weak convergence to fractional brownian motion and to the rosenblatt process

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Convergence of integrated processes of arbitrary Hermite rank

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Properties and numerical evaluation of the Rosenblatt distribution

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Analysis of Variations for Self-similar Processes

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Sitelinks

Mathematics(1 entry)

mardi Publication:4618081

@@ Property / arXiv ID @@
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@@ Property / arXiv ID: 1607.04045 / rank @@
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@@ Property / cites work @@
+On the one-sided exit problem for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Persistence of fractional Brownian motion with moving boundaries and applications
+Normal rank
@@ Property / cites work @@
+Universality of the asymptotics of the one-sided exit problem for integrated processes
+Normal rank
@@ Property / cites work @@
+Persistence probabilities for stationary increment processes
+Normal rank
@@ Property / cites work @@
+Persistence Probabilities and Exponents
@@ Property / cites work: Persistence Probabilities and Exponents / rank @@
+Normal rank
@@ Property / cites work @@
+On the one-sided exit problem for stable processes in random scenery
+Normal rank
@@ Property / cites work @@
+Persistence exponent for random processes in Brownian scenery
+Normal rank
@@ Property / cites work @@
+Non-central limit theorems for non-linear functional of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Royen’s Proof of the Gaussian Correlation Inequality
+Normal rank
@@ Property / cites work @@
+Probability Inequalities
@@ Property / cites work: Probability Inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum of a fractional Brownian motion: Probabilities of small values
+Normal rank
@@ Property / cites work @@
+Unilateral small deviations of processes related to the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Survival exponents for some Gaussian processes
@@ Property / cites work: Survival exponents for some Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+The inviscid Burgers equation with fractional Brownian initial data: the dimension of regular Lagrangian points
+Normal rank
@@ Property / cites work @@
+Survival exponents for fractional Brownian motion with multivariate time
+Normal rank
@@ Property / cites work @@
+The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
+Normal rank
@@ Property / cites work @@
+Asymptotics for Associated Random Variables
@@ Property / cites work: Asymptotics for Associated Random Variables / rank @@
+Normal rank
@@ Property / cites work @@
+A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions
+Normal rank
@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
+Normal rank
@@ Property / cites work @@
+Convergence of integrated processes of arbitrary Hermite rank
+Normal rank
@@ Property / cites work @@
+Properties and numerical evaluation of the Rosenblatt distribution
+Normal rank
@@ Property / cites work @@
+Analysis of Variations for Self-similar Processes
@@ Property / cites work: Analysis of Variations for Self-similar Processes / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963344515
@@ Property / OpenAlex ID: W2963344515 / rank @@
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@@ Property / Wikidata QID: Q128439059 / rank @@
+Normal rank