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dc.contributor.authorTheodorsen, Audun
dc.contributor.authorGarcia, Odd Erik
dc.date.accessioned2018-06-01T13:00:43Z
dc.date.available2018-06-01T13:00:43Z
dc.date.issued2018-01-10
dc.description.abstractA well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a superposition of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency parameter. Expressions for excess time statistics, that is, the rate of level crossings above a given threshold and the average time spent above the threshold, are derived from the joint distribution of the process and its derivative. Limits of both high and low intermittency are investigated and compared to previously known results. In the case of a strongly intermittent process, the distribution of times spent above threshold is obtained analytically. This expression is verified numerically, and the distribution of times above threshold is explored for other intermittency regimes. The numerical simulations compare favorably to known results for the distribution of times above the mean threshold for an Ornstein-Uhlenbeck process. This contribution generalizes the excess time statistics for the stochastic model, which find applications in a wide diversity of natural and technological systems.en_US
dc.descriptionSource at <a href=https://doi.org/10.1103/PhysRevE.97.012110> https://doi.org/10.1103/PhysRevE.97.012110</a>.en_US
dc.identifier.citationTheodorsen, A. & Garcia, O.E. (2018). Level crossings and excess times due to a superposition of uncorrelated exponential pulses. Physical Review E, 97(1).https://doi.org/10.1103/PhysRevE.97.012110en_US
dc.identifier.cristinIDFRIDAID 1583250
dc.identifier.doi10.1103/PhysRevE.97.012110
dc.identifier.issn2470-0045
dc.identifier.issn2470-0053
dc.identifier.urihttps://hdl.handle.net/10037/12821
dc.language.isoengen_US
dc.publisherAmerican Physical Societyen_US
dc.relation.journalPhysical review. E
dc.relation.projectIDinfo:eu-repo/grantAgreement/RCN/FRINATEK/240510/Norway/Turbulence and transport at the boundary of fusion plasmas//en_US
dc.rights.accessRightsopenAccessen_US
dc.subjectVDP::Mathematics and natural science: 400::Physics: 430en_US
dc.subjectVDP::Matematikk og Naturvitenskap: 400::Fysikk: 430en_US
dc.titleLevel crossings and excess times due to a superposition of uncorrelated exponential pulsesen_US
dc.typeJournal articleen_US
dc.typeTidsskriftartikkelen_US
dc.typePeer revieweden_US


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