Consider a real Gaussian stationary process, either on Z or on R. That is,
a stochastic process, invariant under translations, whose finite marginals
are centered multi-variate Gaussians. The persistence of such a process on
[0,N] is the probability that it remains positive throughout this interval.
The relation between the decay of the persistence as N tends to infinity
and the covariance function of the process has been investigated since the
1950s with motivations stemming from probability, engineering and
mathematical physics. Nonetheless, until recently, good estimates were