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http://hdl.handle.net/2445/13302
Title: | Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise |
Author: | Masoliver, Jaume, 1951- Porrà i Rovira, Josep Maria |
Keywords: | Física estadística Física matemàtica Statistical physics Mathematical physics |
Issue Date: | 1995 |
Publisher: | American Physical Society |
Abstract: | 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. |
Note: | Reproducció digital del document proporcionada per PROLA i http://dx.doi.org/10.1103/PhysRevLett.75.189 |
It is part of: | Physical Review Letters, 1995, vol. 75, núm. 2, p. 189-192 |
URI: | http://hdl.handle.net/2445/13302 |
Related resource: | http://dx.doi.org/10.1103/PhysRevLett.75.189 |
ISSN: | 0031-9007 |
Appears in Collections: | Articles publicats en revistes (Física de la Matèria Condensada) |
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