Comment on first-passage times for processes driven by dichotomous fluctuations
Journal Article
·
· Phys. Rev. A; (United States)
The recent derivation of the mean first-passage time for one-dimensional processes driven by additive dichotomous random processes (J. Masoliver, K. Lindenberg, and B. J. West, Phys. Rev. A 34, 2351 (1986)) can be extended to situations where the noise occurs multiplicatively and nonlinearly in the stochastic differential equation. For equations with Markovian dichotomous fluctuations in particular, this result allows for a complete and general probabilistic description of the statics and dynamics of the non-Markovian solution process in terms of stationary probability distributions and first-passage time statistics.
- Research Organization:
- Center for Nonlinear Studies and Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico 87545
- OSTI ID:
- 5931269
- Journal Information:
- Phys. Rev. A; (United States), Journal Name: Phys. Rev. A; (United States) Vol. 35:7; ISSN PLRAA
- Country of Publication:
- United States
- Language:
- English
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