Survival Exponents for Some Gaussian Processes
Author
Source
International Journal of Stochastic Analysis
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-20, 20 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-11-29
Country of Publication
Egypt
No. of Pages
20
Main Subjects
Abstract EN
The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time.
The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional Brownian motion (FBM) in (−T−,T), T≥T−≫1 and the integrated FBM in (0,T), T≫1.
American Psychological Association (APA)
Molchan, G.. 2012. Survival Exponents for Some Gaussian Processes. International Journal of Stochastic Analysis،Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-448640
Modern Language Association (MLA)
Molchan, G.. Survival Exponents for Some Gaussian Processes. International Journal of Stochastic Analysis No. 2012 (2012), pp.1-20.
https://search.emarefa.net/detail/BIM-448640
American Medical Association (AMA)
Molchan, G.. Survival Exponents for Some Gaussian Processes. International Journal of Stochastic Analysis. 2012. Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-448640
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-448640
