English

Time to reach the maximum for a random acceleration process

Statistical Mechanics 2019-09-04 v2

Abstract

We study the random acceleration model, which is perhaps one of the simplest, yet nontrivial, non-Markov stochastic processes, and is key to many applications. For this non-Markov process, we present exact analytical results for the probability density p(tmT)p(t_m|T) of the time tmt_m at which the process reaches its maximum, within a fixed time interval [0,T][0,T]. We study two different boundary conditions, which correspond to the process representing respectively (i) the integral of a Brownian bridge and (ii) the integral of a free Brownian motion. Our analytical results are also verified by numerical simulations.

Keywords

Cite

@article{arxiv.1001.1336,
  title  = {Time to reach the maximum for a random acceleration process},
  author = {Satya N. Majumdar and Alberto Rosso and Andrea Zoia},
  journal= {arXiv preprint arXiv:1001.1336},
  year   = {2019}
}

Comments

17 pages, 5 figures Typo in Eq. (B.11) corrected

R2 v1 2026-06-21T14:32:29.447Z