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

Hironobu Sakagawa

doi:10.1017/s0001867800007746

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

Hironobu Sakagawa

数理科学科

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 ℤ^d. 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
巻	47
号	1
DOI	https://doi.org/10.1017/s0001867800007746
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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10.1017/s0001867800007746

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

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