Persistence of one-dimensional AR(1)-sequences
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Publication:2297316
DOI10.1007/s10959-018-0850-0zbMath1431.60070arXiv1801.04485OpenAlexW2964317764WikidataQ129424887 ScholiaQ129424887MaRDI QIDQ2297316
Martin Kolb, Günter Hinrichs, Vitali Wachtel
Publication date: 18 February 2020
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.04485
Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items
Persistence of heavy-tailed sample averages: principle of infinitely many big jumps ⋮ Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials ⋮ General criteria for the study of quasi-stationarity ⋮ Persistence exponents via perturbation theory: AR(1)-processes ⋮ Persistence exponents in Markov chains
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