Mean first-passage times for systems driven by equilibrium persistent-periodic dichotomous noise


Autoria(s): Porrà i Rovira, Josep Maria; Lindenberg, Katja
Contribuinte(s)

Universitat de Barcelona

Data(s)

26/07/2011

Resumo

In a recent paper, [J. M. Porrà, J. Masoliver, and K. Lindenberg, Phys. Rev. E 48, 951 (1993)], we derived the equations for the mean first-passage time for systems driven by the coin-toss square wave, a particular type of dichotomous noisy signal, to reach either one of two boundaries. The coin-toss square wave, which we here call periodic-persistent dichotomous noise, is a random signal that can only change its value at specified time points, where it changes its value with probability q or retains its previous value with probability p=1-q. These time points occur periodically at time intervals t. Here we consider the stationary version of this signal, that is, equilibrium periodic-persistent noise. We show that the mean first-passage time for systems driven by this stationary noise does not show either the discontinuities or the oscillations found in the case of nonstationary noise. We also discuss the existence of discontinuities in the mean first-passage time for random one-dimensional stochastic maps.

Identificador

http://hdl.handle.net/2445/18862

Idioma(s)

eng

Publicador

The American Physical Society

Direitos

(c) American Physical Society, 1995

Palavras-Chave #Física estadística #Soroll #Processos estocàstics #Statistical physics #Thermodynamics #Noise #Stochastic processes
Tipo

info:eu-repo/semantics/article