Persistence of One-Dimensional AR(1)-Sequences
نویسندگان
چکیده
منابع مشابه
Universal Persistence for Local Time of One-dimensional Random Walk
We prove the power law decay p(t, x) ∼ t−φ(x,b)/2 in which p(t, x) is the probability that the fraction of time up to t in which a random walk S of i.i.d. zero-mean increments taking finitely many values, is non-negative, exceeds x throughout s ∈ [1, t]. Here φ(x, b) = P(Lévy(1/2, κ(x, b)) < 0) for κ(x, b) = √ 1−xb− √ 1+x √ 1−xb+ √ 1+x and b = bS > 0 measuring the asymptotic asymmetry between p...
متن کاملPersistence in one-dimensional Ising models with parallel dynamics.
We study persistence in one-dimensional ferromagnetic and antiferromagnetic nearest-neighbor Ising models with parallel dynamics. The probability P(t) that a given spin has not flipped up to time t, when the system evolves from an initial random configuration, decays as P(t) approximately 1/t(straight theta(p)) with straight theta(p) approximately 0.75 numerically. A mapping to the dynamics of ...
متن کاملTransmission properties of one dimensional fractal structures
In this paper, the optical properties of one dimensional fractal structures are investigated. We consider six typical fractal photonic structures: the symmetric dual cantor-like fractal structure, the asymmetric dual cantor-like fractal structure, the single cantor-like fractal structure, the symmetric dual golden-section fractal structure, the asymmetric dual golden-section fractal structure a...
متن کاملA generalization of Profile Hidden Markov Model (PHMM) using one-by-one dependency between sequences
The Profile Hidden Markov Model (PHMM) can be poor at capturing dependency between observations because of the statistical assumptions it makes. To overcome this limitation, the dependency between residues in a multiple sequence alignment (MSA) which is the representative of a PHMM can be combined with the PHMM. Based on the fact that sequences appearing in the final MSA are written based on th...
متن کاملPhase Properties of One-Dimensional Quaternary Photonic Crystals
In this paper, properties of reflection phase in one-dimensional quaternary photonic crystals combining dispersive meta-materials and positive index materials are investigated by transfer matrix method. Two omnidirectional band gaps are located in the band structure of considered structure. However, we limit our studies to the frequency range of the second wide band gap. We observe that the val...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2018
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-018-0850-0