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Persistence probabilities for MA(1) sequences with uniform innovations

Persistence probabilities for MA(1) sequences with uniform innovations

来源:Arxiv_logoArxiv
英文摘要

We study the persistence probabilities of a moving average process of order one with uniform innovations. We identify a number of regions, characterized by the location of the uniform distribution and the coupling parameter of the process, where the persistence probabilities have qualitatively different behaviour. We obtain the generating functions of the persistence probabilities explicitly in all possible regions. In some of the regions, the persistence probabilities can be expressed explicitly in terms of various combinatorial quantities.

Frank Aurzada、Kilian Raschel

数学

Frank Aurzada,Kilian Raschel.Persistence probabilities for MA(1) sequences with uniform innovations[EB/OL].(2025-07-06)[2025-07-16].https://arxiv.org/abs/2507.04427.点此复制

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