Probability distribution of the maximum of a smooth temporal signal
Clément Sire
Abstract
We 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)>.
Create a lesson
Related papers
Long-time Dynamics of Many-body Open Quantum Systems using Quantum Generating Functions
Katha Ganguly, Dario Poletti, Bijay Kumar Agarwalla
Localization Delocalization Transition in Diffusion with Adaptive Resetting
Tommer D. Keidar, Shlomi Reuveni
Quenched activity induces nonuniversal scaling in nonreciprocal XY Models and surfaces
Sudip Mukherjee, Abhik Basu
Brownian yet non-Gaussian diffusion through equilibrium nonlinear friction
Jakob Mihatsch, Andreas M. Menzel
When dissipative steady states admit thermodynamic occupation laws
Tetsu Ichitsubo
Fluctuation--response relations from an emergent Z2 symmetry in the rotating stochastic Landau model
Dhruv Kush, Nicki Mullins, Mauricio Hippert et al.