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Mean first-passage times for systems driven by gamma and McFadden dichotomous noise

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We consider mean first-passage times (MFPTs) for systems driven by non-Markov gamma and McFadden dichotomous noises. A simplified derivation is given of the underlying integral equations and the theory for ordinary renewal processes is extended to modified and equilibrium renewal processes. The exact results are compared with the MFPT for Markov dichotomous noise and with the results of Monte Carlo simulations.

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PAWULA, R. F., PORRÀ I ROVIRA, Josep Maria and MASOLIVER, Jaume. Mean first-passage times for systems driven by gamma and McFadden dichotomous noise. Physical Review E. 1993. Vol. 47, num. 1, pags. 189-201. ISSN 1063-651X. [consulted: 3 of July of 2026]. Available at: https://hdl.handle.net/2445/18848

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