External dichotomous noise: The problem of the mean-first-passage time
Open Access
- 1 May 1985
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 31 (5) , 3523-3525
- https://doi.org/10.1103/physreva.31.3523
Abstract
A retarded backward equation for a non-Markovian process induced by dichotomous noise (the random telegraphic signal) is deduced. The mean-first-passage time of this process is exactly obtained. The Gaussian white noise and the white shot noise limits are studied. Explicit physical results in first approximation are evaluated.Keywords
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