| Autor: |
Hartmann AK; Institut für Physik, Universitåt Oldenburg - 26111 Oldenburg, Germany., Meerson B; Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel. |
| Jazyk: |
angličtina |
| Zdroj: |
Physical review. E [Phys Rev E] 2024 Jan; Vol. 109 (1-1), pp. 014146. |
| DOI: |
10.1103/PhysRevE.109.014146 |
| Abstrakt: |
We study the probability distribution P(A) of the area A=∫_{0}^{T}x(t)dt swept under fractional Brownian motion (fBm) x(t) until its first passage time T to the origin. The process starts at t=0 from a specified point x=L. We show that P(A) obeys exact scaling relation P(A)=D^{1/2H}/L^{1+1/H}Φ_{H}(D^{1/2H}A/L^{1+1/H}), where 0
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| Databáze: |
MEDLINE |
| Externí odkaz: |
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