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...

ver descrição completa

Detalhes bibliográficos
Autores: Masoliver, Jaume, 1951-, Lindenberg, Katja, West, B. J.
Formato: artículo
Estado:Versión publicada
Fecha de publicación:1986
País:España
Recursos:Universidad de Barcelona
Repositorio:Dipòsit Digital de la UB
OAI Identifier:oai:diposit.ub.edu:2445/9433
Acesso em linha:https://hdl.handle.net/2445/9433
Access Level:acceso abierto
Palavra-chave:Fluctuacions (Física)
Mecànica estadística
Fluctuations (Physics)
Statistical mechanics
Descrição
Resumo: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.