MEAN 1ST-PASSAGE TIME IN THE PRESENCE OF COLORED NOISE - AN EXACT THEORY

被引：10

作者：

KUS, M

WAJNRYB, E

WODKIEWICZ, K

机构：

[1] POLISH ACAD SCI, INST FUNDAMENTAL PROBLEMS TECHNOL, PL-00049 WARSAW, POLAND

[2] UNIV NEW MEXICO, CTR ADV STUDIES, ALBUQUERQUE, NM 87131 USA

[3] UNIV NEW MEXICO, DEPT PHYS & ASTRON, ALBUQUERQUE, NM 87131 USA

[4] UNIV WARSAW, INST THEORET PHYS, PL-00681 WARSAW, POLAND

来源：

PHYSICAL REVIEW A | 1990年 / 42卷 / 12期

关键词：

D O I：

10.1103/PhysRevA.42.7500

中图分类号：

O43 [光学];

学科分类号：

070207 ; 0803 ;

摘要：

We derive an exact solution for the mean first-passage time for an arbitrary one-dimensional system driven by the colored Ornstein-Uhlenbeck noise. We show that this exact solution can be systematically interpreted in terms of random telegraph signals. Using random telegraph signals as a tool we fully solve the difficult problem of non-Markovian boundary conditions associated with such a problem. The analytic solution with these boundary conditions give a complete solution of the escape time in the presence of colored noise.

引用

页码：7500 / 7503

页数：4

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