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Return times for Gaussian processes with power-law scaling | | Piero Olla
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13 Jun 2006 | | Subject: | Statistical Mechanics | | Abstract: | An analytical study of the distribution of the return and permanence times of extreme events, for Gaussian processes with power-law correlation, has been carried on. For correlation scaling $ t ^{-s}$ with $0<s<1$, the permanence time distribution can be bounded from above by a stretched exponential of order $s$. A mechanism is described, leading, for small $1-s$ and discrete sampling in time, to an analogous bound for the limit form at $t oinfty$ of the return time distribution. Finite time expressions for the return time distribution and other statistical quantities are obtained, in agreement with the result of numerical simulations. | | Source: | arXiv, cond-mat/0606323 | | Services: | Forum | Review | PDF | Favorites | |
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