Persistence of a continuous stochastic process with discrete-time sampling.

We introduce the concept of "discrete-time persistence," which deals with zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T=n Delta T. For a Gaussian Markov process with relaxation rate mu, we show that the persistence (no crossing) probability decays as [rho(a)](n) for large n, where a = exp(-mu Delta T), and we compute rho(a) to high precision. We also define the concept of "alternating persistence," which corresponds to a<0. For a>1, corresponding to motion in an unstable potential (mu<0), there is a nonzero probability of having no zero-crossings in infinite time, and we show how to calculate it.