Accueil du site > Publications > Publications 2007 > 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,
.