Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2008-05-11
Phys. Rev. E 78, 011121 (2008)
Physics
Condensed Matter
Statistical Mechanics
Final version: Minor typos corrected, section IV extended, references added
Scientific paper
10.1103/PhysRevE.78.011121
We review the properties of time intervals between the crossings at a level M of a smooth stationary Gaussian temporal signal. The distribution of these intervals and the persistence are derived within the Independent Interval Approximation (IIA). These results grant access to the distribution of extrema of a general Gaussian process. Exact results are obtained for the persistence exponents and the crossing interval distributions, in the limit of large |M|. In addition, the small time behavior of the interval distributions and the persistence is calculated analytically, for any M. The IIA is found to reproduce most of these exact results and its accuracy is also illustrated by extensive numerical simulations applied to non-Markovian Gaussian processes appearing in various physical contexts.
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