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http://hdl.handle.net/2445/18872| Title: | Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise |
| Author: | Masoliver, Jaume, 1951- Porrà i Rovira, Josep Maria |
| Keywords: | Física matemática Fisica estadística Termodinàmica Soroll Processos estocàstics Mathematical physics Statistical physics Thermodynamics Noise Stochastic processes |
| Issue Date: | 1996 |
| Publisher: | The American Physical Society |
| Abstract: | In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v). |
| Note: | Reproducció del document publicat a: http://10.1103/PhysRevE.53.2243 |
| It is part of: | Physical Review E, 1996, vol. 53, núm. 3, p. 2243-2256 |
| URI: | http://hdl.handle.net/2445/18872 |
| ISSN: | 1063-651X |
| Appears in Collections: | Articles publicats en revistes (Física de la Matèria Condensada) |
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