Abstract
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.
Citation
Hironobu Sakagawa. "Persistence probability for a class of Gaussian processes related to random interface models." Adv. in Appl. Probab. 47 (1) 146 - 163, March 2015. https://doi.org/10.1239/aap/1427814585
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