First-passage times for non-Markovian processes
Open Access
- 1 March 1986
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 33 (3) , 2177-2180
- https://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.Keywords
This publication has 3 references indexed in Scilit:
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- Analytic theory of extrema. I. Asymptotic theory for Fokker–Planck processesThe Journal of Chemical Physics, 1979
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