Time to reach the maximum for a random acceleration process

Details Time to reach the maximum for a random acceleration process Time to reach the maximum for a random acceleration process

2010-01-08

arxiv.org/abs/1001.1336v1

J. Phys. A: Math. Theor. 43, 115001 (2010)

Physics

Condensed Matter

Statistical Mechanics

17 pages, 5 figures

Scientific paper

10.1088/1751-8113/43/11/115001

We study the random acceleration model, which is perhaps one of the simplest, yet nontrivial, non-Markov stochastic processes, and is key to many applications. For this non-Markov process, we present exact analytical results for the probability density $p(t_m|T)$ of the time $t_m$ at which the process reaches its maximum, within a fixed time interval $[0,T]$. We study two different boundary conditions, which correspond to the process representing respectively (i) the integral of a Brownian bridge and (ii) the integral of a free Brownian motion. Our analytical results are also verified by numerical simulations.

Affiliated with

Also associated with

No associations

Rating

Time to reach the maximum for a random acceleration process does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Time to reach the maximum for a random acceleration process, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Time to reach the maximum for a random acceleration process will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-503086