arXiv · cond-mat/0009322
Persistence distributions for non gaussian markovian processes
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.
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Jean Farago. 2000-09-21. Persistence distributions for non gaussian markovian processes. https://doi.org/10.1209/epl%2Fi2000-00449-1
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