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

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.

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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

Information

Published: March 2015
First available in Project Euclid: 31 March 2015

zbMATH: 1310.60030
MathSciNet: MR3327319
Digital Object Identifier: 10.1239/aap/1427814585

Subjects:
Primary: 60G15
Secondary: 60K35 , 82C41

Keywords: Gaussian process , interacting diffusion process , Persistence probability , random interface

Rights: Copyright © 2015 Applied Probability Trust

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Vol.47 • No. 1 • March 2015
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