Friday, September 28, 2012

1209.6341 (Patrik L. Ferrari et al.)

On the spatial persistence for Airy processes    [PDF]

Patrik L. Ferrari, René Frings
In this short paper we derive a formula for the spatial persistence probability of the Airy_1 and the Airy_2 processes. We then determine numerically a persistence coefficient for the Airy_1 process and its dependence on the threshold.
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