Persistence exponents of non-Gaussian processes in statistical mechanics

DOI10.1088/0305-4470/33/10/304MaRDI QIDQ4496014zbMATH OpenOpenAlexFDO

Authors O. Deloubrière, H. J. Hilhorst

Publication date 13 August 2000

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9911466

zbMATH Keywords

Langevin equationGaussian white noisestationary stochastic processinverse relaxation timeleading-order curvature correction

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: Motivated by certain problems of statistical physics we consider a stationary stochastic process in which deterministic evolution is interrupted at random times by upward jumps of a fixed size. If the evolution consists of linear decay, the sample functions are of the "random sawtooth" type and the level dependent persistence exponent heta can be calculated exactly. We then develop an expansion method valid for small curvature of the deterministic curve. The curvature parameter g plays the role of the coupling constant of an interacting particle system. The leading order curvature correction to heta is proportional to g^{2/3}. The expansion applies in particular to exponential decay in the limit of large level, where the curvature correction considerably improves the linear approximation. The Langevin equation, with Gaussian white noise, is recovered as a singular limiting case.

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Cited in

(5)

• Persistence of a continuous stochastic process with discrete-time sampling: non-Markov processes
• Persistence Probability for a Class of Gaussian Processes Related to Random Interface Models
• A universality class in Markovian persistence
• The persistence exponents of Gaussian random fields connected by the Lamperti transform
• Analytical results for generalized persistence properties of smooth processes

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