Marvin Kettner

most citedPersistence exponents via perturbation theory: AR(1)-processes

3 citations · 3 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2024

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

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

For the moving average process $X_{n} = ρ ξ_{n - 1} + ξ_{n}$ , $n \in N$ , where $ρ \in R$ and $(ξ_{i})_{i \geq - 1}$ is an i.i.d. sequence of normally distributed random variables, we…

math.PR2018★ 3 cited

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

Frank Aurzada, Marvin Kettner

For AR(1)-processes $X_{n} = ρ X_{n - 1} + ξ_{n}$ , $n \in N$ , where $ρ \in R$ and $(ξ_{i})_{i \in N}$ is an i.i.d. sequence of random variables, we study the persistence pr…