Persistence distributions for non-Gaussian Markovian processes

被引：20
|
作者：
Farago, J [1 ]
机构：
[1] Ecole Normale Super Lyon, Phys Lab, UMR CNRS 5672, F-69364 Lyon 07, France
来源：
EUROPHYSICS LETTERS | 2000年 / 52卷 / 04期
关键词：
D O I：
10.1209/epl/i2000-00449-1
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
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.
引用
收藏
页码：379 / 385
页数：7
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