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math.PR2025
Persistence probabilities of MA(1) sequences with Laplace innovations and -deformed zigzag numbers
Frank Aurzada, Kilian Raschel
We study the persistence probabilities of a moving average process of order one with innovations that follow a Laplace distribution. The persistence probabilities can be computed f…
math.PR2025
Persistence probabilities for MA(1) sequences with uniform innovations
Frank Aurzada, Kilian Raschel
We study the persistence probabilities of a moving average process of order one with uniform innovations. We identify a number of regions-characterized by the location of the unifo…
math.PR2025
Persistence probabilities of spherical fractional Brownian motion
Frank Aurzada, Max Helmer
We compute the rate of decay of the persistence probabilities of spherical fractional Brownian motion, which was defined by Lévy (1965) and Istas (2005). The rate resembles the Euc…