Persistence probability for a class of Gaussian processes related to random interface models

研究成果: Article査読

2 被引用数 (Scopus)

抄録

We consider a class of Gaussian processes which are obtained as height processes of some (d + 1)-dimensional dynamic random interface model on ℤd. We give an estimate of persistence probability, namely, large T asymptotics of the probability that the process does not exceed a fixed level up to time T. The interaction of the model affects the persistence probability and its asymptotics changes depending on the dimension d.

本文言語English
ページ(範囲)146-163
ページ数18
ジャーナルAdvances in Applied Probability
47
1
DOI
出版ステータスPublished - 2015 3月 1

ASJC Scopus subject areas

  • 統計学および確率
  • 応用数学

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