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1996

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/18872

Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise

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Abstract

In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v).

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Física matemática, Fisica estadística, Termodinàmica, Soroll, Processos estocàstics

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Mathematical physics, Statistical physics, Thermodynamics, Noise, Stochastic processes

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Articles publicats en revistes (Física de la Matèria Condensada)

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MASOLIVER, Jaume and PORRÀ I ROVIRA, Josep Maria. Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise. Physical Review E. 1996. Vol. 53, num. 3, pags. 2243-2256. ISSN 1063-651X. [consulted: 7 of June of 2026]. Available at: https://hdl.handle.net/2445/18872

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