MEAN 1ST-PASSAGE TIME FOR SYSTEMS DRIVEN BY PRE-GAUSSIAN NOISE - NATURAL BOUNDARY-CONDITIONS

被引：12

作者：

BEHN, U ^{[1
]}

MULLER, R ^{[1
]}

TALKNER, P ^{[1
]}

机构：

[1] PAUL SCHERRER INST,CH-5232 VILLIGEN,SWITZERLAND

来源：

PHYSICAL REVIEW E | 1993年 / 47卷 / 06期

关键词：

D O I：

10.1103/PhysRevE.47.3970

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：

In order to determine the mean first-passage time for systems driven by a superposition of suitably scaled independent dichotomous Markovian processes (pre-Gaussian noise), the well-known absorbing boundary conditions must be complemented in the generic case by a novel type of natural boundary conditions. We treat explicitly a linear stochastic flow for the superposition of up to five dichotomous processes and compare the analytic results with a digital simulation for these processes and an Ornstein-Uhlenbeck process.

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页码：3970 / 3974

页数：5

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