Persistence exponents of non-Gaussian processes in statistical mechanics
arXiv:cond-mat/9911466 · doi:10.1088/0305-4470/33/10/304
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 θcan 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 θis 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.
20 pages, 3 figures
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