The longest excursion of stochastic processes in nonequilibrium systems

Abstract

We consider the excursions, i.e. the intervals between consecutive zeros, of stochastic processes that arise in a variety of nonequilibrium systems and study the temporal growth of the longest one l_{\max}(t) up to time t. For smooth processes, we find a universal linear growth < l_{\max}(t) > \simeq Q_{\infty} t with a model dependent amplitude Q_\infty. In contrast, for non-smooth processes with a persistence exponent θ, we show that < l_{\max}(t) > has a linear growth if θ< θ_c while < l_{\max}(t) > \sim t^{1-ψ} if θ> θ_c. The amplitude Q_{\infty} and the exponent ψare novel quantities associated to nonequilibrium dynamics. These behaviors are obtained by exact analytical calculations for renewal and multiplicative processes and numerical simulations for other systems such as the coarsening dynamics in Ising model as well as the diffusion equation with random initial conditions.

4 pages,2 figures

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• Universal Record Statistics of Random Walks and Lévy Flights
• A record-driven growth process
• Dynamic crossover in the global persistence at criticality

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