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

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

For the moving average process $X_n=\ddot{I}\hat{I}{¾}_{n-1}+\hat{I}{¾}_n$, $n\in \mathbb{N}$, where $\ddot{I}\in \mathbb{R}$ and $(\hat{I}{¾}_i{)}_{i\ge -1}$ is an i.i.d. sequence of normally distributed random variable…