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1986

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/9432

First-passage times for non-Markovian processes

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http://dx.doi.org/10.1103/PhysRevA.33.2177

Abstract

First-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.

Subject

Probabilitats, Processos estocàstics

Subject (English)

Probabilities, Stochastic processes

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Articles publicats en revistes (Física de la Matèria Condensada)

Citation

MASOLIVER, Jaume, LINDENBERG, Katja and WEST, B. J. First-passage times for non-Markovian processes. Physical Review A. 1986. Vol. 33, num. 3, pags. 2177-2180. ISSN 1050-2947. [consulted: 17 of June of 2026]. Available at: https://hdl.handle.net/2445/9432

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