Gutenberg Open Science: Universality for persistence exponents of local times of self-similar processes with stationary increments

Please use this identifier to cite or link to this item: http://doi.org/10.25358/openscience-7223

Full metadata record

DC Field	Value	Language
dc.contributor.author	Mönch, Christian	-
dc.date.accessioned	2022-10-14T10:29:37Z	-
dc.date.available	2022-10-14T10:29:37Z	-
dc.date.issued	2021	-
dc.identifier.uri	https://openscience.ub.uni-mainz.de/handle/20.500.12030/7237	-
dc.description.abstract	We show that P(ℓX(0,T]≤1)=(cX+o(1))T−(1−H), where ℓX is the local time measure at 0 of any recurrent H-self-similar real-valued process X with stationary increments that admits a sufficiently regular local time and cX is some constant depending only on X. A special case is the Gaussian setting, i.e. when the underlying process is fractional Brownian motion, in which our result settles a conjecture by Molchan [Commun. Math. Phys. 205, 97-111 (1999)] who obtained the upper bound 1−H on the decay exponent of P(ℓX(0,T]≤1). Our approach establishes a new connection between persistence probabilities and Palm theory for self-similar random measures, thereby providing a general framework which extends far beyond the Gaussian case.	en_GB
dc.language.iso	eng	de
dc.rights	CC BY	*
dc.rights.uri	https://creativecommons.org/licenses/by/4.0/	*
dc.subject.ddc	510 Mathematik	de_DE
dc.subject.ddc	510 Mathematics	en_GB
dc.title	Universality for persistence exponents of local times of self-similar processes with stationary increments	en_GB
dc.type	Zeitschriftenaufsatz	de
dc.identifier.doi	http://doi.org/10.25358/openscience-7223	-
jgu.type.dinitype	article	en_GB
jgu.type.version	Published version	de
jgu.type.resource	Text	de
jgu.organisation.department	FB 08 Physik, Mathematik u. Informatik	de
jgu.organisation.number	7940	-
jgu.organisation.name	Johannes Gutenberg-Universität Mainz	-
jgu.rights.accessrights	openAccess	-
jgu.journal.title	Journal of theoretical probability	de
jgu.journal.volume	35	de
jgu.pages.start	1842	de
jgu.pages.end	1862	de
jgu.publisher.year	2021	-
jgu.publisher.name	Springer Science + Business Media B.V.	de
jgu.publisher.place	New York, NY u.a.	de
jgu.publisher.issn	1572-9230	de
jgu.organisation.place	Mainz	-
jgu.subject.ddccode	510	de
jgu.publisher.doi	10.1007/s10959-021-01102-8	de
jgu.organisation.ror	https://ror.org/023b0x485	-
Appears in collections:	JGU-Publikationen

Files in This Item:

	File	Description	Size	Format
	universality_for_persistence_-20221014123002935.pdf		361.97 kB	Adobe PDF	View/Open

Show simple item record