Probability distribution of the maximum of a smooth temporal signal

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dc.creatorSire, Clément
dc.date2006-06-06
dc.date2006-10-20
dc.date.accessioned2026-07-07T07:49:57Z
dc.date.available2026-07-07T07:49:57Z
dc.descriptionWe 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)=<X(0)X(t)>.
dc.descriptionFinal version (1 major typo corrected; better introduction). Accepted in Phys. Rev. Lett
dc.identifierhttps://arxiv.org/abs/cond-mat/0606145
dc.identifierhttp://arxiv.org/abs/cond-mat/0606145
dc.identifierPhys. Rev. Lett. 98, 020601 (2007)
dc.identifierdoi:10.1103/PhysRevLett.98.020601
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/125014
dc.subjectStatistical Mechanics
dc.subjectData Analysis, Statistics and Probability
dc.subjectPhysics and Society
dc.titleProbability distribution of the maximum of a smooth temporal signal
dc.typetext

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