Extreme statistics for time series: Distribution of the maximum relative to the initial value

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 76, Issue 4, 2007, Pages

  Burkhardt, T W ^a   Gyorgyi G ^b   Moloney, N R ^b   Racz Z ^b  

^a Temple University   (United States)

^b EÖTVÖS LORÁND UNIVERSITY   (Hungary)

Author keywords

[No Author keywords available]

Indexed keywords

BOUNDARY CONDITIONS; COMPUTER SIMULATION; GAUSSIAN DISTRIBUTION; INITIAL VALUE PROBLEMS; POWER SPECTRUM; TIME SERIES ANALYSIS;

GAUSSIAN SIGNALS; NONPERIODIC BOUNDARY CONDITIONS; SCALING THEORY; THRESHOLD SINGULARITIES;

STATISTICAL MECHANICS;

EID: 35248813014     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.76.041119     Document Type: Article

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