{
  "id": "cond-mat/0606323",
  "version": "v3",
  "published": "2006-06-13T17:03:42.000Z",
  "updated": "2007-07-30T09:02:43.000Z",
  "title": "Return times for Stochastic processes with power-law scaling",
  "authors": [
    "Piero Olla"
  ],
  "comment": "9 pages, 5 figures, revtex4",
  "journal": "Phys. Rev. E Vol. 76, 011122 (2007)",
  "doi": "10.1103/PhysRevE.76.011122",
  "categories": [
    "cond-mat.stat-mech",
    "nlin.CD"
  ],
  "abstract": "An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. 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, valid in the pre-asymptotic regime, have been provided. Also the permanence time distribution appears to be characterized by stretched exponential scaling. The conditions for application of the theory to non-Gaussian processes have been analyzed and the relations with the issue of return times in the case of multifractal measures have been discussed.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2007-07-30T09:02:43.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic processes",
      "power-law scaling",
      "permanence time distribution appears",
      "stretched exponential scaling",
      "return time distribution"
    ],
    "tags": [
      "journal article"
    ],
    "publication": {
      "publisher": "APS",
      "journal": "Phys. Rev. E"
    },
    "note": {
      "typesetting": "RevTeX",
      "pages": 9,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}