ABSORBING BOUNDARY-CONDITIONS FOR INERTIAL RANDOM-PROCESSES

Citation
J. Masoliver et al., ABSORBING BOUNDARY-CONDITIONS FOR INERTIAL RANDOM-PROCESSES, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 54(6), 1996, pp. 6966-6968
Citations number
10
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
ISSN journal
1063651X
Volume
54
Issue
6
Year of publication
1996
Pages
6966 - 6968
Database
ISI
SICI code
1063-651X(1996)54:6<6966:ABFIR>2.0.ZU;2-#
Abstract
A recent paper by J. Heinrichs [Phys. Rev. E 48, 2397 (1993)] presents analytic expressions for the first-passage times and the survival pro bability for a particle moving in afield of random correlated forces. We believe that the analysis there is flawed due to an improper use of boundary conditions. We compare that result, in the white noise limit , with the known exact expression of the mean exit time.