Persistence probabilities of spherical fractional Brownian motion
Abstract
We compute the rate of decay of the persistence probabilities of spherical fractional Brownian motion, which was defined by L\'evy (1965) and Istas (2005). The rate resembles the Euclidean case treated in Molchan (1999). As a by-product we consider the coefficients of series representations of functions with algebraic endpoint singularities in terms of re-scaled Gegenbauer polynomials, which partly generalises Sidi (2009).
Fields of Study & Subjects
Stochastic processes and financial applications
Random Matrices and Applications
Stochastic processes and statistical mechanics
Publication details
- Journal / source
- Latin American Journal of Probability and Mathematical Statistics
- Volume
- 23
- Issue
- 1
- Pages
- 221–221
- Publication date
- 1 January 2026
- Language
- EN