3 research outputs found
Persistence distributions for non gaussian markovian processes
We propose a systematic method to derive the asymptotic behaviour of the
persistence distribution, for a large class of stochastic processes described
by a general Fokker-Planck equation in one dimension. Theoretical predictions
are compared to simple solvable systems and to numerical calculations. The very
good agreement attests the validity of this approach.Comment: 7 pages, 1 figure, to be published in Europhysics Letter
Persistence in a Stationary Time-series
We study the persistence in a class of continuous stochastic processes that
are stationary only under integer shifts of time. We show that under certain
conditions, the persistence of such a continuous process reduces to the
persistence of a corresponding discrete sequence obtained from the measurement
of the process only at integer times. We then construct a specific sequence for
which the persistence can be computed even though the sequence is
non-Markovian. We show that this may be considered as a limiting case of
persistence in the diffusion process on a hierarchical lattice.Comment: 8 pages revte
Persistence in Cluster--Cluster Aggregation
Persistence is considered in diffusion--limited cluster--cluster aggregation,
in one dimension and when the diffusion coefficient of a cluster depends on its
size as . The empty and filled site persistences are
defined as the probabilities, that a site has been either empty or covered by a
cluster all the time whereas the cluster persistence gives the probability of a
cluster to remain intact. The filled site one is nonuniversal. The empty site
and cluster persistences are found to be universal, as supported by analytical
arguments and simulations. The empty site case decays algebraically with the
exponent . The cluster persistence is related to the
small behavior of the cluster size distribution and behaves also
algebraically for while for the behavior is
stretched exponential. In the scaling limit and with fixed the distribution of intervals of size between
persistent regions scales as , where is the average interval size and . For finite the
scaling is poor for , due to the insufficient separation of the two
length scales: the distances between clusters, , and that between
persistent regions, . For the size distribution of persistent regions
the time and size dependences separate, the latter being independent of the
diffusion exponent but depending on the initial cluster size
distribution.Comment: 14 pages, 12 figures, RevTeX, submitted to Phys. Rev.