Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise
In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 1996 |
| País: | España |
| Institución: | Universidad de Barcelona |
| Repositorio: | Dipòsit Digital de la UB |
| OAI Identifier: | oai:diposit.ub.edu:2445/18872 |
| Acceso en línea: | https://hdl.handle.net/2445/18872 |
| Access Level: | acceso abierto |
| Palabra clave: | Física matemática Fisica estadística Termodinàmica Soroll Processos estocàstics Mathematical physics Statistical physics Thermodynamics Noise Stochastic processes |
| Sumario: | In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v). |
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