Persistence of iterated partial sums

By Amir Dembo, Fuchang Gao. 2011

47 citations recorded by the source corpus.

Let S (2) denote the iterated partial sums. That is, S (2) = S1 + S2 + · · · + Sn, where Si = X1 +X2 +· · ·+Xi. Assuming X1, X2, . . . , Xn are integrable, zero-mean, i.i.d. random variables, we show that the persistence probabilities

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/5418665625a4ab819bf74704626cf2cb8a9d9e8d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Satya N. Majumdar
2. G. Schehr

In Statistics and Probability

1. G. Schehr
2. Satya N. Majumdar
3. Svante Janson

Citations in the corpus

• Persistence and first-passage properties in nonequilibrium systems (2013, background): “We end up this section by mentioning that the study of integrated processes, including integrated Lévy processes, has recently attracted much attention in the mathematics literature [94,95] and we refer the reader to [7] for a review on them.”