2 papers
math.PR2026
Persistence probabilities of fractional Lévy fields indexed by hyperbolic space and other Riemannian manifolds
Frank Aurzada, Max Helmer
We study the persistence probability of fractional Lévy fields, i.e. the analogue of fractional Brownian motion with generalised (multi-dimensional) index sets. First, we compute t…
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…