First-passage time problems for non-Markovian processes
- 1 September 1985
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 32 (3) , 1934-1937
- https://doi.org/10.1103/physreva.32.1934
Abstract
Subtle difficulties encountered with non-Markovian first-crossing problems are emphasized and illustrated by an exact study of a non-Markovian flow driven by exponentially correlated telegraphic noise. The connection with approximative schemes is made and a general inequality is derived. The relationship with the escape rate at a low noise level is clarified and the Markovian limits to white shot noise and white Gaussian noise are presented.Keywords
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