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- W2497420701 abstract "We study persistence probabilities of Hermite processes. As a tool, we derive a general decorrelation inequality for the Rosenblatt process, which is reminiscent of Slepian's lemma for Gaussian processes or the FKG inequality and which may be of independent interest. This allows to compute the persistence exponent for the Rosenblatt process. For general Hermite processes, we derive upper and lower bounds for the persistence probabilites with the conjectured persistence exponent, but with non-matching boundaries." @default.
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- W2497420701 date "2018-01-01" @default.
- W2497420701 modified "2023-10-18" @default.
- W2497420701 title "Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes" @default.
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- W2497420701 doi "https://doi.org/10.4213/tvp5137" @default.
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