{
  "id": "1203.2446",
  "version": "v1",
  "published": "2012-03-12T10:18:25.000Z",
  "updated": "2012-03-12T10:18:25.000Z",
  "title": "Survival exponents for some Gaussian processes",
  "authors": [
    "George Molchan"
  ],
  "comment": "18 pages, 1 figure",
  "categories": [
    "math.PR"
  ],
  "abstract": "The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional Brownian motion (FBM) in (-T1,T),T>T1>>1 and the integrated FBM in(0,T), T>>1 .",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-03-12T10:18:25.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "gaussian processes",
      "survival exponents",
      "fractional brownian motion",
      "self-similar process",
      "long time"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 18,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1203.2446M"
    }
  }
}