Issue |
Europhys. Lett.
Volume 52, Number 4, November II 2000
|
|
---|---|---|
Page(s) | 379 - 385 | |
Section | General | |
DOI | https://doi.org/10.1209/epl/i2000-00449-1 | |
Published online | 01 September 2002 |
Persistence distributions for non-Gaussian Markovian processes
Laboratoire de Physique UMR CNRS 5672 - ENS de Lyon
69364 Lyon Cedex 07, France
Received:
17
April
2000
Accepted:
22
September
2000
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are compared to simple solvable systems and to numerical calculations. The very good agreement attests the validity of this approach.
PACS: 05.10.-a – Computational methods in statistical physics and nonlinear dynamics / 05.40.-a – Fluctuation phenomena, random processes, noise, and Brownian motion
© EDP Sciences, 2000
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