MEAN FIRST-PASSAGE TIME FOR NON-MARKOVIAN PROCESSES DRIVEN BY CONTINUOUS NOISE

Authors
YANG M WU DJ CAO L
Citation
M. Yang et al., MEAN FIRST-PASSAGE TIME FOR NON-MARKOVIAN PROCESSES DRIVEN BY CONTINUOUS NOISE, Communications in Theoretical Physics, 23(2), 1995, pp. 167-174
Citations number
9
Categorie Soggetti
Physics
Journal title
Communications in Theoretical Physics → ACNP
ISSN journal
02536102
Volume
23
Issue
2
Year of publication
1995
Pages
167 - 174
Database
ISI
SICI code
0253-6102(1995)23:2<167:MFTFNP>2.0.ZU;2-T
Abstract
In this article, we discuss the mean first-passage time for non-Markov ian processes driven by continuous noise. Applying the iterative metho d to the Volterra integral equation, we obtain for the first time the series solution to the mean first-passage time problem and present the exact expression for the mean first-passage time in both the cases of rectangular distribution and long-tail distribution.