First-passage times for non-Markovian processes
| Contribuinte(s) |
Universitat de Barcelona |
|---|---|
| Data(s) |
04/05/2010
|
| 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. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
The American Physical Society |
| Direitos |
(c) The American Physical Society, 1986 info:eu-repo/semantics/openAccess |
| Palavras-Chave | #Probabilitats #Processos estocàstics #Probabilities #Stochastic processes |
| Tipo |
info:eu-repo/semantics/article |
