First-passage times for non-Markovian processes
Abstract
First-passage time statistics for non-Markovian processes have heretofore only been developed for processes driven by dichotomous fluctuations that are themselves Markov. Herein we develop a new method applicable to Markov and non-Markovian dichotomous fluctuations and calculate analytic mean first-passage times for particular examples.
- Publication:
-
Physical Review A
- Pub Date:
- March 1986
- DOI:
- 10.1103/PhysRevA.33.2177
- Bibcode:
- 1986PhRvA..33.2177M
- Keywords:
-
- 02.50.+s;
- 05.60.+w