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

Authors
OLARREA J PARRONDO JMR DELARUBIA FJ
Citation
J. Olarrea et al., ESCAPE STATISTICS FOR SYSTEMS DRIVEN BY DICHOTOMOUS NOISE .1. GENERAL-THEORY, Journal of statistical physics, 79(3-4), 1995, pp. 669-682
Citations number
23
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical
Journal title
Journal of statistical physics → ACNP
ISSN journal
00224715
Volume
79
Issue
3-4
Year of publication
1995
Pages
669 - 682
Database
ISI
SICI code
0022-4715(1995)79:3-4<669:ESFSDB>2.0.ZU;2-1
Abstract
Previous results on first-passage-time statistics for systems driven b y dichotomous noise are extended in order to cover the escape from reg ions including fixed points of the stochastic flow. For such regions a treatment splitting the escape through one or the other boundary is r equired. The obtained escape probabilities and mean exit times are rel evant for the complete characterization of stochastic systems undergoi ng bifurcations.