Probability and Stochastic Analysis - University of Bonn

Abstract of "On the spatial persistence for Airy processes"

with René Frings.

In this short paper we derive a formula for the spatial persistence probability of the Airy1 and the Airy2 processes. We then determine numerically a persistence coefficient for the Airy1 process and its dependence on the threshold.

Postscript file: [PS]

PDF file: [PDF]

arXiv: 1209.6341