The Persistence Exponents of Gaussian Random Fields Connected by the Lamperti Transform
Abstract
The (fractional) Brownian sheet is the simplest example of a Gaussian random field
- Publication:
-
Journal of Statistical Physics
- Pub Date:
- February 2022
- DOI:
- 10.1007/s10955-021-02864-5
- arXiv:
- arXiv:2107.14017
- Bibcode:
- 2022JSP...186...21M
- Keywords:
-
- Gaussian processes;
- Fractional Brownian motion;
- Persistence probability;
- Mathematics - Probability;
- G.3
- E-Print:
- 14 pages