Thursday, October 23, 2025 - 16:00 in U2-232
Persistence probabilities for moving average sequences with uniform innovations
A talk in the Oberseminar Probability Theory and Mathematical Statistics series by
Kilian Raschel from Université Angers
| Abstract: |
In this talk, we will consider the persistence probabilities of a moving average process of order one with uniform innovations. We will 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 will 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. This is a joint work with Frank Aurzada (arXiv:2507.04427)
Within the CRC this talk is associated to the project(s): B10 |
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