Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise
Contribuinte(s) |
Universitat de Barcelona |
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Data(s) |
05/07/2010
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Resumo |
We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems. |
Identificador | |
Idioma(s) |
eng |
Publicador |
American Physical Society |
Direitos |
(c) American Physical Society, 1995 info:eu-repo/semantics/openAccess |
Palavras-Chave | #Física estadística #Física matemàtica #Statistical physics #Mathematical physics |
Tipo |
info:eu-repo/semantics/article |