Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/9432
Full metadata record
DC FieldValueLanguage
dc.contributor.authorMasoliver, Jaume, 1951-cat
dc.contributor.authorLindenberg, Katjacat
dc.contributor.authorWest, B. J.cat
dc.date.accessioned2009-09-25T07:59:43Z-
dc.date.available2009-09-25T07:59:43Z-
dc.date.issued1986cat
dc.identifier.issn1050-2947cat
dc.identifier.urihttp://hdl.handle.net/2445/9432-
dc.description.abstractFirst-passage time statistics for non-Markovian processes have heretofore only been developed for processes driven by dichotomous fluctuations that are themselves Markov. Herein we develop a new method applicable to Markov and non-Markovian dichotomous fluctuations and calculate analytic mean first-passage times for particular examples.eng
dc.format.extent4 p.cat
dc.format.mimetypeapplication/pdfeng
dc.format.mimetypeapplication/pdfeng
dc.language.isoengeng
dc.publisherThe American Physical Societyeng
dc.relation.isformatofReproducció digital del document publicat en format paper, proporcionada per PROLA i http://dx.doi.org/10.1103/PhysRevA.33.2177cat
dc.relation.ispartofPhysical Review A, 1986, vol. 33, núm. 3, p. 2177-2180.eng
dc.relation.urihttp://dx.doi.org/10.1103/PhysRevA.33.2177-
dc.rights(c) The American Physical Society, 1986eng
dc.sourceArticles publicats en revistes (Física de la Matèria Condensada)-
dc.subject.classificationProbabilitatscat
dc.subject.classificationProcessos estocàsticscat
dc.subject.otherProbabilitieseng
dc.subject.otherStochastic processeseng
dc.titleFirst-passage times for non-Markovian processeseng
dc.typeinfo:eu-repo/semantics/articleeng
dc.typeinfo:eu-repo/semantics/publishedVersion-
dc.identifier.idgrec33505cat
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess-
Appears in Collections:Articles publicats en revistes (Física de la Matèria Condensada)

Files in This Item:
File Description SizeFormat 
33505.pdf608.54 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.