Persistence of Gaussian stationary processes: a spectral perspective

preprint2020arXivOpen access

Abstract

We study the persistence probability of a centered stationary Gaussian process on Z\mathbb{Z} or R\mathbb{R}, that is, its probability to remain positive for a long time. We describe the delicate interplay between this probability and the behavior of the spectral measure of the process near zero and infinity.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.