Counting of level crossings for inertial random processes: Generalization of the Rice formula

Autor:	Matteo Palassini, Jaume Masoliver
Jazyk:	angličtina
Rok vydání:	2023
Předmět:	Brownian motion processes Processos de moviment brownià Statistical Mechanics (cond-mat.stat-mech) Stochastic processes FOS: Physical sciences Processos estocàstics Condensed Matter - Statistical Mechanics
Popis:	We address the counting of level crossings for inertial stochastic processes. We review Rice's approach to the problem and generalize the classical Rice formula to include all Gaussian processes in their most general form. We apply the results to some second-order (i.e., inertial) processes of physical interest, such as Brownian motion, random acceleration and noisy harmonic oscillators. For all models we obtain the exact crossing intensities and discuss their long- and short-time dependence. We illustrate these results with numerical simulations. 29 pages, 16 figures. Minor changes in title and some figure captions
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2577e5d1700fa86b190b17cda4406888 http://arxiv.org/abs/2301.06608 Zobrazit plný text záznamu