Persistence in the air pollutant concentration events exceeding the standard threshold was studied by using detrended fluctuation analysis. Time series of gaseous pollutant concentrations of CO, NO2 and O3 observed during 2000–2009 at a traffic site in Delhi were considered in this study. Statistical persistence was observed in exceeding concentration events of CO and NO2, whereas O3 exceeding time series showed anti-persistent behavior due to its secondary nature. The formation of O3 formation was explored by examining its relations with precursor pollutants. A high proportion of the exceeded O3 concentration was observed to be CO limited. Back trajectory analysis was then carried out to trace the path of the air parcels with high ozone concentration events, suggesting two clusters of trajectories; one from south-east and the other from north-west of the study site.