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 of the time at which the process reaches its maximum, within a fixed time interval . 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.
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