{
  "id": "cond-mat/0004147",
  "version": "v1",
  "published": "2000-04-10T17:08:49.000Z",
  "updated": "2000-04-10T17:08:49.000Z",
  "title": "A universality class in Markovian persistence",
  "authors": [
    "Olivier Deloubriere"
  ],
  "comment": "10 pages, LaTex",
  "doi": "10.1088/0305-4470/33/40/301",
  "categories": [
    "cond-mat.stat-mech"
  ],
  "abstract": "We consider the class of Markovian processes defined by the equation $\\dd x /\\dd t = -\\beta x + \\sum_k z_k \\delta (t-t_k)$. Such processes are encountered in systems (like coalescing systems) where dynamics creates discrete upward jumps at random instants $t_k$ and of random height $z_k$. We observe that the probability for these processes to remain above their mean value during an interval of time $T$ decays as $\\exp{-\\theta T}$ defining $\\theta$ as the persistence exponent. We show that $\\theta$ takes the value $\\beta$ which thereby extends the well known result of the Gaussian noise case to a much larger class of non-Gaussian processes.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2000-04-10T17:08:49.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "universality class",
      "markovian persistence",
      "dynamics creates discrete upward jumps",
      "gaussian noise case",
      "non-gaussian processes"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "LaTeX",
      "pages": 10,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}