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http://hdl.handle.net/2445/195925
Title: | Counting of level crossings for inertial random processes: Generalization of the Rice formula |
Author: | Masoliver, Jaume, 1951- Palassini, Matteo |
Keywords: | Processos estocàstics Processos de moviment brownià Stochastic processes Brownian motion processes |
Issue Date: | 10-Feb-2023 |
Publisher: | American Physical Society |
Abstract: | We address the counting of level crossings for inertial stochastic processes. We review Rice's approach to the problem and generalize the classical Rice formula to include all Gaussian processes in their most general form. We apply the results to some second-order (i.e., inertial) processes of physical interest, such as Brownian motion, random acceleration and noisy harmonic oscillators. For all models we obtain the exact crossing intensities and discuss their long- and short-time dependence. We illustrate these results with numerical simulations. |
Note: | Reproducció del document publicat a: https://doi.org/10.1103/PhysRevE.107.024111 |
It is part of: | Physical Review E, 2023, vol. 107, num. 2, p. 024111 |
URI: | http://hdl.handle.net/2445/195925 |
Related resource: | https://doi.org/10.1103/PhysRevE.107.024111 |
ISSN: | 1539-3755 |
Appears in Collections: | Articles publicats en revistes (Física de la Matèria Condensada) |
Files in This Item:
File | Description | Size | Format | |
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732547.pdf | 3.61 MB | Adobe PDF | View/Open |
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