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Probability distribution of the maximum of a smooth temporal signal
Clément Sire
par - 5 juin 2006
We present an approximate calculation for the distribution of the
maximum of a smooth stationary temporal signal 
. As an
application, we compute the persistence exponent associated to the
probability that the process remains below a non-zero level 
.
When is a Gaussian process, our results are expressed
explicitly in terms of the two-time correlation function,
.
- Preprint : http://arxiv.org/abs/cond-mat/0606145
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