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Persistence Probability for a Class of Gaussian Processes Related to Random Interface Models
Published online by Cambridge University Press: 04 January 2016
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.
- Type
- General Applied Probability
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- © Applied Probability Trust
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