Persistence exponents via perturbation theory: MA(1)-processes

Frank Aurzada, Dieter Bothe, Pierre-Étienne Druet +2

For the moving average process $X_n=\rho {\xi }_{n-1}+{\xi }_n$, $n\in \mathbb{N}$, where $\rho \in \mathbb{R}$ and $({\xi }_i{)}_{i\ge -1}$ is an i.i.d. sequence of normally distributed random variables, we…