{
  "id": "1609.05699",
  "version": "v1",
  "published": "2016-09-19T12:52:46.000Z",
  "updated": "2016-09-19T12:52:46.000Z",
  "title": "Survival exponents for fractional Brownian motion with multivariate time",
  "authors": [
    "G. Molchan"
  ],
  "comment": "9 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "Fractional Brownian motion, H-FBM , of index with d-dimensional time is considered in a spherical domain that contains 0 at its boundary. The main result : the log-asymptotics of probability that H-FBM does not exceed a fixed positive level is (H-d)logT(1+o(1)), where T>>1 is radius of the domain.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-09-19T12:52:46.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G15",
      "60G18",
      "60G60",
      "G.3"
    ],
    "keywords": [
      "fractional brownian motion",
      "multivariate time",
      "survival exponents",
      "d-dimensional time",
      "main result"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 9,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}