ESCAPE STATISTICS FOR SYSTEMS DRIVEN BY DICHOTOMOUS NOISE .1. GENERAL-THEORY

被引：11

作者：

OLARREA, J

PARRONDO, JMR

DELARUBIA, FJ

机构：

[1] UNIV NACL EDUC DISTANCIA,DEPT FIS FUNDAMENTAL,E-28080 MADRID,SPAIN

[2] UNIV POLITECN MADRID,ETSI AERONAUT,DEPT MATEMAT APLICADA & ESTAD,E-28040 MADRID,SPAIN

[3] UNIV COMPLUTENSE MADRID,FAC FIS,DEPT FIS APLICADA 1,E-28040 MADRID,SPAIN

来源：

JOURNAL OF STATISTICAL PHYSICS | 1995年 / 79卷 / 3-4期

关键词：

ESCAPEE PROBABILITIES; MEAN FIRST PASSAGE TIMES; DICHOTOMOUS NOISE;

D O I：

10.1007/BF02184875

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

Previous results on first-passage-time statistics for systems driven by dichotomous noise are extended in order to cover the escape from regions including fixed points of the stochastic flow. For such regions a treatment splitting the escape through one or the other boundary is required. The obtained escape probabilities and mean exit times are relevant for the complete characterization of stochastic systems undergoing bifurcations.

引用

页码：669 / 682

页数：14

共 23 条

[1] 1ST-PASSAGE TIMES OF NON-MARKOVIAN PROCESSES - THE CASE OF A REFLECTING BOUNDARY [J].