Colored non-Gaussian noise driven systems: Mean first passage time
We have examined the mean first passage time (<InlineEquation ID="Equ1"> <EquationSource Format="TEX">$\langle T\rangle$</EquationSource> </InlineEquation>) for a particle driven by colored non-Gaussian noise. As we depart from the Gaussian behavior, the <InlineEquation ID="Equ2"> <EquationSource Format="TEX">$\langle T\rangle$</EquationSource> </InlineEquation> decreases regularly to a limiting value, i.e., the barrier crossing rate can be accelerated to a limiting value by increasing the non-Gaussianity of the noise. For the non-Gaussian noise driven process <InlineEquation ID="Equ3"> <EquationSource Format="TEX">$\langle T\rangle$</EquationSource> </InlineEquation> increases linearly with increasing damping constant or noise correlation time. But this increasing behavior is almost exponential in nature for the Gaussian noise driven process. Copyright Springer-Verlag Berlin/Heidelberg 2003
Year of publication: |
2003
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Authors: | Bag, B. |
Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 34.2003, 1, p. 115-118
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Publisher: |
Springer |
Saved in:
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