29 citations · 228 across the 47 of their papers we have counts for
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math.PR2017★ 8 cited
Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences
Frank Aurzada, Micha Buck
We study the persistence probability for some two-sided discrete-time Gaussian sequences that are discrete-time analogs of fractional Brownian motion and integrated fractional Brow…
math.PR2017
Persistence exponents in Markov chains
Frank Aurzada, Sumit Mukherjee, Ofer Zeitouni
We prove the existence of the persistence exponent for a class of time homogeneous Markov chains…