First-passage times for non-Markovian processes: Correlated impacts on a free process

We develop a method to obtain first-passage-time statistics for non-Markovian processes driven by dichotomous fluctuations. The fluctuations themselves need not be Markovian. We calculate analytic first-passage-time distributions and mean first-passage times for exponential, rectangular, and long-ta...

Descripción completa

Detalles Bibliográficos
Autores: Masoliver, Jaume, 1951-, Lindenberg, Katja, West, B. J.
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:1986
País:España
Institución:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repositorio:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:2445/9433
Acceso en línea:https://hdl.handle.net/2445/9433
Access Level:acceso abierto
Palabra clave:Fluctuacions (Física)
Mecànica estadística
Fluctuations (Physics)
Statistical mechanics
Descripción
Sumario:We develop a method to obtain first-passage-time statistics for non-Markovian processes driven by dichotomous fluctuations. The fluctuations themselves need not be Markovian. We calculate analytic first-passage-time distributions and mean first-passage times for exponential, rectangular, and long-tail temporal distributions of the fluctuations.