Analytical results for generalized persistence properties of smooth processes

Citation
I. Dornic et al., Analytical results for generalized persistence properties of smooth processes, J PHYS A, 33(42), 2000, pp. 7499-7513
Citations number
43
Categorie Soggetti
Physics
Journal title
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL
ISSN journal
03054470 → ACNP
Volume
33
Issue
42
Year of publication
2000
Pages
7499 - 7513
Database
ISI
SICI code
0305-4470(20001027)33:42<7499:ARFGPP>2.0.ZU;2-9
Abstract
We present a general scheme to calculate within the independent interval ap proximation generalized (level-dependent) persistence properties for proces ses having a finite density of zero crossings. Our results are especially r elevant for the diffusion equation evolving from random initial conditions- one of the simplest coarsening systems. Exact results:are obtained in certa in limits, and rely on a new method to deal with constrained multiplicative processes. An excellent agreement of our analytical predictions with direc t numerical simulations of the diffusion equation is found.