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Mean first-passage time for system driven by the coin-toss square wave

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We study the mean-first-passage-time problem for systems driven by the coin-toss square-wave signal. Exact analytic solutions are obtained for the driftless case. We also obtain approximate solutions for the potential case. The mean-first-passage time exhibits discontinuities and a remarkable nonsmooth oscillatory behavior which, to our knowledge, has not been observed for other kinds of driving noise.

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PORRÀ I ROVIRA, Josep Maria, MASOLIVER, Jaume and LINDENBERG, Katja. Mean first-passage time for system driven by the coin-toss square wave. Physical Review E. 1993. Vol. 48, num. 2, pags. 951-963. ISSN 1063-651X. [consulted: 20 of May of 2026]. Available at: https://hdl.handle.net/2445/18889

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