Persistence probabilities of a smooth self-similar anomalous diffusion process
DOI10.1007/S10955-024-03251-6arXiv2311.03972MaRDI QIDQ6131243FDOQ6131243
Authors: Frank Aurzada, Pascal Mittenbühler 
Publication date: 4 April 2024
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2311.03972
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Gaussian processfractional Brownian motionpersistencestationary processanomalous diffusionone-sided exit problemRiemann-Liouville processzero crossingfractionally integrated Brownian motion
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
Cites Work
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- Persistence probabilities and exponents
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- Universality of the asymptotics of the one-sided exit problem for integrated processes
- Small values of the maximum for the integral of fractional Brownian motion
- On the one-sided exit problem for fractional Brownian motion
- No zero-crossings for random polynomials and the heat equation
- Unilateral small deviations of processes related to the fractional Brownian motion
- Burgers equation with self-similar Gaussian initial data: Tail probabilities
- The inviscid Burgers equation with fractional Brownian initial data: the dimension of regular Lagrangian points
- Persistence of Gaussian processes: non-summable correlations
- Persistence probabilities for stationary increment processes
- Persistence probabilities of weighted sums of stationary Gaussian sequences
- Weird Brownian motion
- Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion
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