Mean first-passage times for systems driven by gamma and McFadden dichotomous noise
Open Access
- 1 January 1993
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 47 (1) , 189-201
- https://doi.org/10.1103/physreve.47.189
Abstract
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 simulationsKeywords
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