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math.PR2024
Persistence exponents via perturbation theory: MA(1)-processes
Frank Aurzada, Dieter Bothe, Pierre-Étienne Druet +2
For the moving average process , , where and is an i.i.d. sequence of normally distributed random variables, we…
math.PR2024
Occupation times and areas derived from random sampling
Frank Aurzada, Leif Döring, Helmut H. Pitters
We consider the occupation area of spherical (fractional) Brownian motion, i.e. the area where the process is positive, and show that it is uniformly distributed. For the proof, we…