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

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dc.contributor.authorMasoliver, Jaume, 1951-cat
dc.contributor.authorPorrà i Rovira, Josep Mariacat
dc.date.accessioned2011-07-07T12:54:25Z
dc.date.available2011-07-07T12:54:25Z
dc.date.issued1996
dc.description.abstractIn 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).eng
dc.format.extent14 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec99261
dc.identifier.issn1063-651X
dc.identifier.urihttps://hdl.handle.net/2445/18872
dc.language.isoengeng
dc.publisherThe American Physical Societyeng
dc.relation.isformatofReproducció del document publicat a: http://10.1103/PhysRevE.53.2243ca
dc.relation.ispartofPhysical Review E, 1996, vol. 53, núm. 3, p. 2243-2256
dc.rights(c) American Physical Society, 1996
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Física de la Matèria Condensada)
dc.subject.classificationFísica matemáticacat
dc.subject.classificationFisica estadísticacat
dc.subject.classificationTermodinàmicacat
dc.subject.classificationSorollcat
dc.subject.classificationProcessos estocàsticscat
dc.subject.otherMathematical physicseng
dc.subject.otherStatistical physicseng
dc.subject.otherThermodynamicseng
dc.subject.otherNoiseeng
dc.subject.otherStochastic processeseng
dc.titleExact solution to the exit-time problem for an undamped free particle driven by Gaussian white noiseeng
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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