Persistence probabilities of spherical fractional Brownian motion
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866913720054054912 |
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| author | Aurzada, Frank Helmer, Max |
| author_facet | Aurzada, Frank Helmer, Max |
| contents | We compute the rate of decay of the persistence probabilities of spherical fractional Brownian motion, which was defined by Lévy (1965) and Istas (2005). The rate resembles the Euclidean case treated in Molchan (1999).
As a by-product we consider the coefficients of series representations of functions with algebraic endpoint singularities in terms of re-scaled Gegenbauer polynomials, which partly generalises Sidi (2009). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_03425 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Persistence probabilities of spherical fractional Brownian motion Aurzada, Frank Helmer, Max Probability Numerical Analysis Classical Analysis and ODEs 60G22, 60G15, 60G60 (Primary), 42C05, 42C10, 41A60 (Secondary) We compute the rate of decay of the persistence probabilities of spherical fractional Brownian motion, which was defined by Lévy (1965) and Istas (2005). The rate resembles the Euclidean case treated in Molchan (1999). As a by-product we consider the coefficients of series representations of functions with algebraic endpoint singularities in terms of re-scaled Gegenbauer polynomials, which partly generalises Sidi (2009). |
| title | Persistence probabilities of spherical fractional Brownian motion |
| topic | Probability Numerical Analysis Classical Analysis and ODEs 60G22, 60G15, 60G60 (Primary), 42C05, 42C10, 41A60 (Secondary) |
| url | https://arxiv.org/abs/2503.03425 |