Please use this identifier to cite or link to this item: http://hdl.handle.net/2289/4503
Full metadata record
DC FieldValueLanguage
dc.contributor.authorDhar, Abhishek-
dc.contributor.authorMajumdar, Satya N.-
dc.date.accessioned2012-05-22T09:45:08Z-
dc.date.available2012-05-22T09:45:08Z-
dc.date.issued1999-06-
dc.identifier.citationPhysical Review E, 1999, Vol.69, p6413en
dc.identifier.issn1539-3755-
dc.identifier.issn1550-2376 (Online)-
dc.identifier.urihttp://hdl.handle.net/2289/4503-
dc.descriptionRestricted Access. An open-access version is available at arXiv.org (one of the alternative locations)en
dc.description.abstractWe 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.en
dc.language.isoenen
dc.publisherAmerican Physical Societyen
dc.relation.urihttp://arxiv.org/abs/cond-mat/9902004en
dc.relation.urihttp://dx.doi.org/10.1103/PhysRevE.59.6413en
dc.relation.urihttp://adsabs.harvard.edu/abs/1999PhRvE..59.6413Den
dc.rights1999 The American Physical Societyen
dc.subjectstochastic processesen
dc.subjectfluctuation phenomenaen
dc.subjectrandom processesen
dc.subjectbrownian motionen
dc.titleResidence time distribution for a class of gaussian markov processesen
dc.typeArticleen
Appears in Collections:Research Papers (TP)

Files in This Item:
File Description SizeFormat 
1999_PhysRevE_V59_p6413.pdf
  Restricted Access
Restricted Access110.39 kBAdobe PDFView/Open Request a copy


Items in RRI Digital Repository are protected by copyright, with all rights reserved, unless otherwise indicated.