Persistence distributions for non gaussian markovian processes
Statistical Mechanics
2009-10-31 v1
Abstract
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.
Cite
@article{arxiv.cond-mat/0009322,
title = {Persistence distributions for non gaussian markovian processes},
author = {Jean Farago},
journal= {arXiv preprint arXiv:cond-mat/0009322},
year = {2009}
}
Comments
7 pages, 1 figure, to be published in Europhysics Letters