Persistence in a stationary time series

Majumdar, Satya N. ; Dhar, Deepak (2001) Persistence in a stationary time series Physical Review E, 64 (4). 046123_1-046123_8. ISSN 1063-651X

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We study the persistence in a class of continuous stochastic processes that are stationary only under integer shifts of time. We show that under certain conditions, the persistence of such a continuous process reduces to the persistence of a corresponding discrete sequence obtained from the measurement of the process only at integer times. We then construct a specific sequence for which the persistence can be computed even though the sequence is non-Markovian. We show that this may be considered as a limiting case of persistence in the diffusion process on a hierarchical lattice.

Item Type:Article
Source:Copyright of this article belongs to American Physical Society.
ID Code:9325
Deposited On:02 Nov 2010 12:29
Last Modified:16 May 2016 19:09

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