13 citations · 23 across the 3 of their papers we have counts for
3 papers
math.PR2012★ 1 cited
Survival probabilities of autoregressive processes
Christoph Baumgarten
Given an autoregressive process X of order p (i.e. X_n = a_1 X_{n-1} + ...+ a_p X_{n_p} + Y_n where the random variables Y_1, Y_2, ... are i.i.d.), we study the asymptotic behaviou…
math.PR2011★ 9 cited
Survival probabilities of some iterated processes
Christoph Baumgarten
We study the asymptotic behaviour of the probability that a stochastic process does not exceed a constant barrier up to time (the so called survival probabil…
math.PR2011★ 13 cited
Survival probabilities of weighted random walks
Frank Aurzada, Christoph Baumgarten
We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the r…