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http://hdl.handle.net/2445/34150
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DC Field | Value | Language |
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dc.contributor.author | Montero Torralbo, Miquel | - |
dc.contributor.author | Villarroel, Javier | - |
dc.date.accessioned | 2013-03-08T09:55:07Z | - |
dc.date.available | 2013-03-08T09:55:07Z | - |
dc.date.issued | 2010 | - |
dc.identifier.issn | 1539-3755 | - |
dc.identifier.uri | http://hdl.handle.net/2445/34150 | - |
dc.description.abstract | By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to the corrections ensuing from the non-Markovian nature of the process. We show that when drift and jumps have the same sign the relevant integral equations can be solved in closed form. The case when holding times have the classical Erlang distribution is considered in detail. | - |
dc.format.extent | 9 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | American Physical Society | - |
dc.relation.isformatof | Reproducció del document publicat a: http://dx.doi.org/10.1103/PhysRevE.82.021102 | - |
dc.relation.ispartof | Physical Review E, 2010, vol. 82, p. 021102-1-021102-9 | - |
dc.relation.uri | http://dx.doi.org/10.1103/PhysRevE.82.021102 | - |
dc.rights | (c) American Physical Society, 2010 | - |
dc.source | Articles publicats en revistes (Física de la Matèria Condensada) | - |
dc.subject.classification | Rutes aleatòries (Matemàtica) | - |
dc.subject.classification | Processos estocàstics | - |
dc.subject.classification | Equacions integrals estocàstiques | - |
dc.subject.other | Random walks (Mathematics) | - |
dc.subject.other | Stochastic processes | - |
dc.subject.other | Stochastic integral equations | - |
dc.title | Exit times in non-Markovian drifting continuous-time random-walk processes | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.identifier.idgrec | 589233 | - |
dc.date.updated | 2013-03-08T09:55:07Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Física de la Matèria Condensada) |
Files in This Item:
File | Description | Size | Format | |
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589233.pdf | 180.14 kB | Adobe PDF | View/Open |
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