Persistence Probability for a Class of Gaussian Processes Related to Random Interface Models. (March 2015)

• Record Type: Journal Article
• Authors: Sakagawa, Hironobu
• Is Part Of: Advances in applied probability. Volume 47:Number 1(2015)
• Page Start: 146
• Page End: 163
• Publication Date: 2015-03
• Subjects: Persistence probability, -- random interface, -- Gaussian process, -- interacting diffusion process; 60G15, -- 60K35, -- 82C41; Probabilities -- Periodicals; Stochastic models -- Periodicals; Electronic journals; Periodicals; 519.2
• DOI: 10.1239/aap/1427814585
• Languages: English
• ISSNs: 0001-8678

Abstract

Abstract : 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 .