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Please use this identifier to cite or link to this item: http://hdl.handle.net/2289/4503

Title: Residence time distribution for a class of gaussian markov processes
Authors: Dhar, Abhishek
Majumdar, Satya N.
Keywords: stochastic processes
fluctuation phenomena
random processes
brownian motion
Issue Date: Jun-1999
Publisher: American Physical Society
Citation: Physical Review E, 1999, Vol.69, p6413
Abstract: We study the distribution of residence time or equivalently that of ``mean magnetization'' for a family of Gaussian Markov processes indexed by a positive parameter α. The persistence exponent for these processes is simply given by θ=α but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as θ increases, indicating a sharp change in the ergodic properties of the process. We develop two alternate methods to calculate exactly but recursively the moments of the distribution for arbitrary α. For some special values of α, we obtain closed form expressions of the distribution function.
Description: Restricted Access. An open-access version is available at arXiv.org (one of the alternative locations)
URI: http://hdl.handle.net/2289/4503
ISSN: 1539-3755
1550-2376 (Online)
Alternative Location: http://arxiv.org/abs/cond-mat/9902004
http://dx.doi.org/10.1103/PhysRevE.59.6413
http://adsabs.harvard.edu/abs/1999PhRvE..59.6413D
Copyright: 1999 The American Physical Society
Appears in Collections:Research Papers (TP)

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