Return times for stochastic processes with power-law scaling.

@article{Olla2007ReturnTF,
  title={Return times for stochastic processes with power-law scaling.},
  author={Piero Olla},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2007},
  volume={76 1 Pt 1},
  pages={011122}
}
  • Piero Olla
  • Published 2007 in
    Physical review. E, Statistical, nonlinear, and…
An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried out. The calculation is based on an epsilon expansion in the correlation exponent: C(t)=/t/-1+epsilon. The fixed point of the theory is associated with stretched exponential scaling of the distribution; analytical expressions have been provided in the preasymptotic regime. Also, the permanence time distribution appears to be characterized by stretched… CONTINUE READING