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First return time distribution for power law correlated Gaussian processes

Monday 26th June 2006 - 14:00 to 14:10
INI Seminar Room 1
It is known that numerical simulations of power law correlated Gaussian processes lead to 1st return time distributions strongly departing from the exponential regime characteristic of the uncorrelated case. An analytical description of the mechanism leading to the distribution profile is here proposed, taking into full account the long memory of the process. Excellent comparison with numerical data is observed.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons