Persistence of a continuous stochastic process with discrete-time sampling
نویسندگان
چکیده
منابع مشابه
Persistence of a continuous stochastic process with discrete-time sampling.
We introduce the concept of "discrete-time persistence," which deals with zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T=n Delta T. For a Gaussian Markov process with relaxation rate mu, we show that the persistence (no crossing) probability decays as [rho(a)](n) for large n, where a = exp(-mu Delta T), and we compute rho(a) to high precision. We also def...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2001
ISSN: 1063-651X,1095-3787
DOI: 10.1103/physreve.64.015101