Residence time densities for non-Markovian systems.: (I).: The two-state system

被引：32

作者：

Boguñá, M

Berezhkovskii, AM

Weiss, GH

机构：

[1] NIH, Math & Stat Comp Lab, Div Comp Res & Technol, Bethesda, MD 20892 USA

[2] NICHHD, NIH, Bethesda, MD 20892 USA

[3] Karpov Inst Phys Chem, Moscow 103064, Russia

来源：

PHYSICA A | 2000年 / 282卷 / 3-4期

关键词：

D O I：

10.1016/S0378-4371(00)00091-1

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We study dynamical system which makes transitions between two states at random times. We analyze properties of the cumulative time tau spent by the system in a given state up to time T. When the probability density for the residence time in a single sojourn in the given state differs from a negative exponential the system will be non-Markovian. Simple analytical expressions are derived for the Laplace transform with respect to T of moments of the cumulative residence time. An exact Fourier-Laplace transform of the probability densities for tau at a fixed T are also found. It can be inferred from this expression, that at sufficiently large T the probability densities tend towards a Gaussian. The parameters that define the Gaussian are also given. (C) 2000 Published by Elsevier Science B.V. All rights reserved.

引用

页码：475 / 485

页数：11

共 37 条

[31] STATISTICS OF PENETRATION DEPTH OF PHOTONS RE-EMITTED FROM IRRADIATED TISSUE [J].