First-passage times for non-Markovian processes: Correlated impacts on a free process
نویسندگان
چکیده
منابع مشابه
Mean first-passage times in confined media: from Markovian to non-Markovian processes
We review recent theoretical works that enable the accurate evaluation of the mean first passage time (MFPT) of a random walker to a target in confinement for Markovian (memory-less) and non-Markovian walkers. For the Markovian problem, we present a general theory which allows one to accurately evaluate the MFPT and its extensions to related first-passage observables such as splitting probabili...
متن کاملfirst passage time for a Markovian jumping process
We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean first passage time (MFPT) which appears always finite, also for the subdiffusive case. Then, for the case of the jumping-size distribution in form of the Lévy di...
متن کاملMean first-passage times of non-Markovian random walkers in confinement.
The first-passage time, defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role in quantifying the efficiency of processes as varied as diffusion-limited reactions, target search processes or the spread of diseases. Most methods of determining the properties of fi...
متن کاملFirst Passage Times of a Jump Di usion Process
This paper studies the rst passage times to at boundaries for a double exponential jump di usion process, which consists of a continuous part driven by a Brownian motion and a jump part with jump sizes having a double exponential distribution. Explicit solutions of the Laplace transforms, of both the distribution of the rst passage times and the joint distribution of the process and its running...
متن کاملFirst Passage times of a Jump Diffusion Process
This paper studies the first passage times to flat boundaries for a double exponential jump diffusion process, which consists of a continuous part driven by a Brownian motion and a jump part with jump sizes having a double exponential distribution. Explicit solutions of the Laplace transforms, of both the distribution of the first passage times and the joint distribution of the process and its ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physical Review A
سال: 1986
ISSN: 0556-2791
DOI: 10.1103/physreva.34.1481