Persistence probabilities for MA(1) sequences with uniform innovations
Persistence probabilities for MA(1) sequences with uniform innovations
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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