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First-passage times for a marginal state driven by colored noise
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The dynamical process through a marginal state (saddle point) driven by colored noise is studied. For small correlation time of the noise, the mean first-passage time and its variance are calculated using standard methods. When the correlation time of the noise is finite or large, an alternative approach, based on simple physical arguments, is proposed. It will allow us to study also the passage times of an unstable state. The theoretical predictions are tested satisfactorily by the use of computer simulations.
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RAMÍREZ PISCINA, Laureano and SANCHO, José M. First-passage times for a marginal state driven by colored noise. Physical Review A. 1991. Vol. 43, num. 2, pags. 663-668. ISSN 1050-2947. [consulted: 11 of August of 2026]. Available at: https://hdl.handle.net/2445/9526