SKM 2023 – wissenschaftliches Programm

Bereiche | Tage | Auswahl | Suche | Aktualisierungen | Downloads | Hilfe

SYFP: Symposium Physics of Fluctuating Paths

SYFP 1: Physics of Fluctuating Paths

SYFP 1.1: Hauptvortrag

Dienstag, 28. März 2023, 09:30–10:00, HSZ 01

Time at which a stochastic process achieves its maximum — •Satya Majumdar — Lptms, Universite paris-saclay, Bat 530, Rue Andre Riviere, Orsay 91405, france

For any stochastic time-series of duration T, the time t_max at which the process achieves its maximum is an important observable. For example, for a stock price over a trading period T, one would like to sell the stock at the time when the price is maximal. I’ll discuss the statistics of t_max for a variety of stochastic processes. In particular, for several stationary processes, both in and out of equilibrium systems, we show that the distribution of t_max over [0,T] exhibits a universal and interesting edge behavior (near 0 and T).