SHORT-TIME EXPANSION FOR FIRST PASSAGE DISTRIBUTIONS

Authors
ZEITAK R
Citation
R. Zeitak, SHORT-TIME EXPANSION FOR FIRST PASSAGE DISTRIBUTIONS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 56(3), 1997, pp. 2560-2567
Citations number
21
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
Journal title
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics → ACNP
ISSN journal
1063651X
Volume
56
Issue
3
Year of publication
1997
Part
A
Pages
2560 - 2567
Database
ISI
SICI code
1063-651X(1997)56:3<2560:SEFFPD>2.0.ZU;2-O
Abstract
The probability that a stationary correlated Gaussian process does not cross zero in an interval of length t is computed to fifth order in t by a short time expansion. The difficulties inherent ill finding high er order terms are discussed. The expansion is tested by simulations a nd comparison to some approximate results.