  The aim of the paper is to understand how the inclusion of more and more
time-scales into a stochastic stationary Markovian process affects its
conditional probability. To this end, we consider two Gaussian processes: (i) a
short-range correlated process with an infinite set of time-scales bounded from
below, and (ii) a power-law correlated process with an infinite and unbounded
set of time-scales. For these processes we investigate the equal position
conditional probability P(x,t|x,0) and the mean First Passage Time T(L). The
function P(x,t|x,0) can be considered as a proxy of the persistence, i.e. the
fact that when a process reaches a position x then it spends some time around
that position value. The mean First Passage Time can be considered as a proxy
of how fast is the process in reaching a position at distance L starting from
position x. In the first investigation we show that the more time-scales the
process includes, the larger the persistence. Specifically, we show that the
power-law correlated process shows a slow power-law decay of P(x,t|x,0) to the
stationary pdf. By contrast, the short range correlated process shows a decay
dominated by an exponential cut-off. Moreover, we also show that the existence
of an infinite and unbouded set of time-scales is a necessary and not
sufficient condition for observing a slow power-law decay of P(x,t|x,0). In the
second investigation, we show that for large values of L the more time-scales
the process includes, the larger the mean First Passage Time, i.e. the slowest
the process. On the other hand, for small values of L, the more time-scales the
process includes, the smaller the mean First Passage Time, i.e. when a process
statistically spends more time in a given position the likelihood that it
reached nearby positions by chance is also enhanced.
