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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 (one of the alternative locations)
ISSN: 1539-3755
1550-2376 (Online)
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Copyright: 1999 The American Physical Society
Appears in Collections:Research Papers (TP)

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