First-passage times for non-Markovian processes
First-passage time statistics for non-Markovian processes have heretofore only been developed for processes driven by dichotomous fluctuations that are themselves Markov. Herein we develop a new method applicable to Markov and non-Markovian dichotomous fluctuations and calculate analytic mean first-...
| Autores: | , , |
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| Formato: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 1986 |
| País: | España |
| Recursos: | 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:2445/9432 |
| Acesso em linha: | https://hdl.handle.net/2445/9432 |
| Access Level: | acceso abierto |
| Palavra-chave: | Probabilitats Processos estocàstics Probabilities Stochastic processes |
| Resumo: | First-passage time statistics for non-Markovian processes have heretofore only been developed for processes driven by dichotomous fluctuations that are themselves Markov. Herein we develop a new method applicable to Markov and non-Markovian dichotomous fluctuations and calculate analytic mean first-passage times for particular examples. |
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