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Probability distribution of the maximum of a smooth temporal signal

Clément Sire
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Abstract

We present an approximate calculation for the distribution of the maximum of a smooth stationary temporal signal X(t). As an application, we compute the persistence exponent associated to the probability that the process remains below a non-zero level M. When X(t) is a Gaussian process, our results are expressed explicitly in terms of the two-time correlation function, f(t)= .

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BibTeXRIS

Clément Sire. 2006-10-20. Probability distribution of the maximum of a smooth temporal signal. https://doi.org/10.1103/physrevlett.98.020601

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