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Effect of different jump distributions on the dynamics of jump processes

dc.contributor.author Daly, E
dc.contributor.author Porporato, A
dc.date.accessioned 2011-06-21T17:27:49Z
dc.date.issued 2010-06-28
dc.identifier.issn 1539-3755
dc.identifier.uri http://hdl.handle.net/10161/4288
dc.description.abstract The paper investigates stochastic processes forced by independent and identically distributed jumps occurring according to a Poisson process. The impact of different distributions of the jump amplitudes are analyzed for processes with linear drift. Exact expressions of the probability density functions are derived when jump amplitudes are distributed as exponential, gamma, and mixture of exponential distributions for both natural and reflecting boundary conditions. The mean level-crossing properties are studied in relation to the different jump amplitudes. As an example of application of the previous theoretical derivations, the role of different rainfall-depth distributions on an existing stochastic soil water balance model is analyzed. It is shown how the shape of distribution of daily rainfall depths plays a more relevant role on the soil moisture probability distribution as the rainfall frequency decreases, as predicted by future climatic scenarios. © 2010 The American Physical Society.
dc.language.iso en_US
dc.relation.ispartof Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
dc.relation.isversionof 10.1103/PhysRevE.81.061133
dc.title Effect of different jump distributions on the dynamics of jump processes
dc.title.alternative
dc.type Journal article
dc.description.version Version of Record
duke.date.pubdate 2010-6-28
duke.description.issue 6
duke.description.volume 81
dc.relation.journal Physical Review E
pubs.begin-page 61133
pubs.issue 6
pubs.organisational-group Civil and Environmental Engineering
pubs.organisational-group Duke
pubs.organisational-group Environmental Sciences and Policy
pubs.organisational-group Nicholas School of the Environment
pubs.organisational-group Pratt School of Engineering
pubs.publication-status Published
pubs.volume 81
dc.identifier.eissn 1550-2376


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