Random walks and branching processes in correlated Gaussian environment

DOI10.1007/s10955-016-1677-7zbMath1434.82036arXiv1607.00999MaRDI QIDQ2396565

Frank Aurzada, Nadine Guillotin-Plantard, Françoise Pène, Alexis Devulder

Publication date: 8 June 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.00999

zbMATH Keywords

persistence; branching process; random environment; long-range dependence; random walk; first passage time; fractional Gaussian noise

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G15: Gaussian processes

60G22: Fractional processes, including fractional Brownian motion

60G10: Stationary stochastic processes

60G50: Sums of independent random variables; random walks

60F10: Large deviations

82B41: Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics

60K37: Processes in random environments

60J80: Branching processes (Galton-Watson, birth-and-death, etc.)

Related Items

Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion, Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting), Branching processes in correlated random environment

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