Research Article

Survival Exponents for Some Gaussian Processes

Figure 1

The survival exponents for the integrated fractional Brownian motion in : hypothetical values (parabolic line), empirical estimates (small circles, squares), and theoretical bounds (shaded zone given by Proposition 2.1(b, c)). The empirical exponents are based on the model ((2.9), ) in three time intervals of , where , 0.003, and 0.001 (see more in [13]).
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