{"paper":{"title":"Persistence probabilities for fractionally integrated fractional Brownian noise","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"G. Molchan","submitted_at":"2025-09-12T14:06:56Z","abstract_excerpt":"The main objective of this study is fractionally integrated fractional Brownian noise, I(t/a,H) where a>0 is the 'multiplicity' of integration, and H is the Hurst parameter . The subject of the analysis is the persistence exponent e(a,H) that determines the power-law asymptotic of probability that the process will not exceed a fixit level in a growing time interval (0,T). In the important cases such as fractional Brownian motion(FBM(H),a=1) and integtated Wienr process(a=2,H=1/2) these exponents are well known. To understand the problematic exponents e(2,H), we consider the (a,H) parameters fr"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2509.10265","kind":"arxiv","version":10},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2509.10265/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}