1ST PASSAGE TIME FOR A CLASS OF ONE-DIMENSIONAL STOCHASTIC-SYSTEMS

Authors
BHATIA DP ARORA D PRASAD MA
Citation
Dp. Bhatia et al., 1ST PASSAGE TIME FOR A CLASS OF ONE-DIMENSIONAL STOCHASTIC-SYSTEMS, Journal of statistical physics, 71(5-6), 1993, pp. 1191-1200
Citations number
6
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical
Journal title
Journal of statistical physics → ACNP
ISSN journal
00224715
Volume
71
Issue
5-6
Year of publication
1993
Pages
1191 - 1200
Database
ISI
SICI code
0022-4715(1993)71:5-6<1191:1PTFAC>2.0.ZU;2-Z
Abstract
We consider the time evolution of a class of stochastic systems of fin ite size with polynomial nearest neighbor transition rates. We obtain analytical expressions for the first passage time (FPT) and its moment s. We show that the mean FPT, averaged over a uniform initial distribu tion, shows a simple asymptotoc behavior with the system size and the parameters of the transition rates.