Jm. Porra et K. Lindenberg, MEAN FIRST-PASSAGE TIMES FOR SYSTEMS DRIVEN BY EQUILIBRIUM PERSISTENT-PERIODIC DICHOTOMOUS NOISE, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 52(1), 1995, pp. 409-417
In a recent paper, [J. M. Porra, J. Masoliver, and K. Lindenberg, Phys
. Rev. E 48, 951 (1993)], we derived the equations for the mean first-
passage time for systems driven by the coin-toss square wave, a partic
ular type of dichotomous noisy signal, to reach either one of two boun
daries. The coin-toss square wave, which we here call periodic-persist
ent dichotomous noise, is a random signal that can only change its val
ue at specified time points, where it changes its value with probabili
ty q or retains its previous value with probability p=1-q. These time
points occur periodically at time intervals tau. Here we consider the
stationary version of this signal, that is, ''equilibrium'' periodic-p
ersistent noise. We show that the mean first-passage time for systems
driven by this stationary noise does not show either the discontinuiti
es or the oscillations found in the case of nonstationary noise. We al
so discuss the existence of discontinuities in the mean first-passage
time for random one-dimensional stochastic maps.