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math.PR2016
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes
Frank Aurzada, Christian Mönch
We study persistence probabilities of Hermite processes. As a tool, we derive a general decorrelation inequality for the Rosenblatt process, which is reminiscent of Slepian's lemma…
math.PR2016
Distances in scale free networks at criticality
Steffen Dereich, Christian Mönch, Peter Mörters
Scale-free networks with moderate edge dependence experience a phase transition between ultrasmall and small world behaviour when the power law exponent passes the critical value o…