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Volumn 90, Issue 6, 2003, Pages

Average shape of a fluctuation: Universality in excursions of stochastic processes

Author keywords

[No Author keywords available]

Indexed keywords

ASTROPHYSICS; COMPUTER SIMULATION; CORRELATION METHODS; FERROMAGNETISM; FUNCTIONS; GEOPHYSICS; MAGNETIC HYSTERESIS; MAGNETIC MATERIALS; MATHEMATICAL MODELS; SPURIOUS SIGNAL NOISE; STATISTICAL METHODS;

EID: 0037435851     PISSN: 00319007     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (52)

References (19)
  • 9
    • 0012746580 scopus 로고    scopus 로고
    • note
    • In all processes considered here, the results are easily shown to be independent from the choice of x(0), except for process (6), which will be discussed elsewhere [10]. However, one may in general expect that changing x(0) will affect the average excursion as it does for other statistical properties, e.g., the first-return probability.
  • 13
    • 85088489556 scopus 로고    scopus 로고
    • note
    • U(t/T).
  • 14
    • 85088490693 scopus 로고    scopus 로고
    • note
    • αf(t/T).


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.