Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials

DOI10.1016/j.aam.2023.102555arXiv2112.03016MaRDI QIDQ6115210

Thomas Simon, Kilian Raschel, Gerold Alsmeyer, Alin Bostan

Publication date: 12 July 2023

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.03016

zbMATH Keywords

first passage time; autoregressive model; deformed exponential function; persistence probability; zigzag number; Tutte polytope; Mallows-Riordan polynomial

Mathematics Subject Classification ID

62-XX: Statistics

11B37: Recurrences

30C15: Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral)

05-XX: Combinatorics

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