Mean first passage times of processes driven by white shot noise

被引：47

作者：

Laio, F

Porporato, A

Ridolfi, L

Rodriguez-Iturbe, I

机构：

[1] Politecn Torino, Dipartimento Idraul Trasporti & Infrastrutture Ci, I-10129 Turin, Italy

[2] Princeton Univ, Dept Civil & Environm Engn, Princeton, NJ 08544 USA

[3] Princeton Univ, Ctr Energy & Environm Studies, Princeton, NJ 08544 USA

来源：

PHYSICAL REVIEW E | 2001年 / 63卷 / 03期

关键词：

D O I：

10.1103/PhysRevE.63.036105

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 consider mean first passage times in systems driven by white shot noise with exponentially distributed jump heights. Simple interpretable results are obtained and the linkage between those results and the steady state probability density function of the process is presented. The virtual waiting-time or Takacs process (constant, losses) and the shot noise process with linear losses are analyzed in depth, along with a more complex process with useful implications for the modeling of the soil moisture dynamics in hydrology.

引用

页数：8

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