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DC Field | Value | Language |
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dc.contributor.author | Dhar, Abhishek | - |
dc.contributor.author | Majumdar, Satya N. | - |
dc.date.accessioned | 2012-05-22T09:45:08Z | - |
dc.date.available | 2012-05-22T09:45:08Z | - |
dc.date.issued | 1999-06 | - |
dc.identifier.citation | Physical Review E, 1999, Vol.69, p6413 | en |
dc.identifier.issn | 1539-3755 | - |
dc.identifier.issn | 1550-2376 (Online) | - |
dc.identifier.uri | http://hdl.handle.net/2289/4503 | - |
dc.description | Restricted Access. An open-access version is available at arXiv.org (one of the alternative locations) | en |
dc.description.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. | en |
dc.language.iso | en | en |
dc.publisher | American Physical Society | en |
dc.relation.uri | http://arxiv.org/abs/cond-mat/9902004 | en |
dc.relation.uri | http://dx.doi.org/10.1103/PhysRevE.59.6413 | en |
dc.relation.uri | http://adsabs.harvard.edu/abs/1999PhRvE..59.6413D | en |
dc.rights | 1999 The American Physical Society | en |
dc.subject | stochastic processes | en |
dc.subject | fluctuation phenomena | en |
dc.subject | random processes | en |
dc.subject | brownian motion | en |
dc.title | Residence time distribution for a class of gaussian markov processes | en |
dc.type | Article | en |
Appears in Collections: | Research Papers (TP) |
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File | Description | Size | Format | |
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1999_PhysRevE_V59_p6413.pdf Restricted Access | Restricted Access | 110.39 kB | Adobe PDF | View/Open Request a copy |
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