First-passage-time statistics for diffusion processes with an external random force

被引:7
|
作者
Porra, JM
Robinson, A
Masoliver, J
机构
[1] Departament de Física Fonamental, Universitat de Barcelona, Barcelona, 647 08028, Diagonal
来源
PHYSICAL REVIEW E | 1996年 / 53卷 / 04期
关键词
D O I
10.1103/PhysRevE.53.3240
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We present exact equations and expressions for the first-passage-time statistics of dynamical systems that are a combination of a diffusion process and a random external force modeled as dichotomous Markov noise. We prove that the mean first passage time for this system does not show any resonantlike behavior.
引用
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页码:3240 / 3245
页数:6
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