Persistence distributions for non gaussian markovian processes

Abstract

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