First-passage times for non-Markovian processes: Correlated impacts on a free process
Open Access
- 1 August 1986
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 34 (2) , 1481-1494
- https://doi.org/10.1103/physreva.34.1481
Abstract
We develop a method to obtain first-passage-time statistics for non-Markovian processes driven by dichotomous fluctuations. The fluctuations themselves need not be Markovian. We calculate analytic first-passage-time distributions and mean first-passage times for exponential, rectangular, and long-tail temporal distributions of the fluctuations.Keywords
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