External dichotomous noise: The problem of the mean-first-passage time

A retarded backward equation for a non-Markovian process induced by dichotomous noise (the random telegraphic signal) is deduced. The mean-first-passage time of this process is exactly obtained. The Gaussian white noise and the white shot noise limits are studied. Explicit physical results in first...

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Detalles Bibliográficos
Autor: Sancho, José M.
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:1985
País:España
Institución:Universidad de Barcelona
Repositorio:Dipòsit Digital de la UB
OAI Identifier:oai:diposit.ub.edu:2445/9347
Acceso en línea:https://hdl.handle.net/2445/9347
Access Level:acceso abierto
Palabra clave:Soroll
Fluctuacions (Física)
Noise
Fluctuations (Physics)
Descripción
Sumario:A retarded backward equation for a non-Markovian process induced by dichotomous noise (the random telegraphic signal) is deduced. The mean-first-passage time of this process is exactly obtained. The Gaussian white noise and the white shot noise limits are studied. Explicit physical results in first approximation are evaluated.