Residence time distribution for a class of Gaussian Markov processes
نویسندگان
چکیده
منابع مشابه
Residence time distribution for a class of Gaussian Markov processes.
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 alpha. The persistence exponent for these processes is simply given by theta=alpha but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as theta increases, indicating a sharp...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 1999
ISSN: 1063-651X,1095-3787
DOI: 10.1103/physreve.59.6413