Persistence of autoregressive sequences with logarithmic tails (Q2105158)

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Persistence of autoregressive sequences with logarithmic tails
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    title
    Persistence of autoregressive sequences with logarithmic tails (English)
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    DOI
    10.1214/22-EJP879
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    author
    Denis Denisov
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    Günter Hinrichs
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    Martin Kolb
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    Vitali Wachtel
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    publication date
    8 December 2022
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    Mathematics Subject Classification ID
    60G50
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    60G40
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    60F17
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    zbMATH DE Number
    7628814
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    zbMATH Keywords
    conditioned process
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    exit time
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    harmonic function
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    random walk
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