@article{baldassarri:060601,
title = {Average Shape of a Fluctuation: Universality in Excursions of Stochastic Processes},
author = {Andrea Baldassarri and Francesca Colaiori and Claudio Castellano},
journal = {Physical Review Letters},
number = {6},
pages = {060601},
publisher = {APS},
url = {http://link.aps.org/abstract/PRL/v90/e060601},
volume = {90},
year = {2003},
abstract = {We study the average shape of a fluctuation of a time series x(t), which is the average value <x(t)–x(0)>T before x(t) first returns at time T to its initial value x(0). For large classes of stochastic processes, we find that a scaling law of the form <x(t)–x(0)>T = Talphaf(t/T) is obeyed. The scaling function f(s) is, to a large extent, independent of the details of the single increment distribution, while it encodes relevant statistical information on the presence and nature of temporal correlations in the process. We discuss the relevance of these results for Barkhausen noise in magnetic systems.},
eid = {060601}, numpages = {4}, collaboration = {},
keywords = {2003 averageshape barkhausen cnrbest5 fluctuations myown prl randomprocesses randomwalk }
}
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