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First Passage Time Statistics For Systems Driven by Long Range Gaussian Noises

机译:由长程高斯驱动的系统的第一次通过时间统计   噪声

摘要

We examine the mean first passage time for a particle driven by highlycorrelated Gaussian fluctuations to reach one or more predetermined boundaries.We discuss a numerical algorithm to generate power-law correlated fluctuationsand apply these to three physical examples. One is the arrival of a freeparticle at either end of an interval. The second is the decay of a particlefrom an unstable state. The third is the time for a particle to cross a barrierseparating one well from another in a double well potential. In each case acomparison with the first passage time for a particle driven by Gaussian whitenoise is presented, as is an analysis of the dependence of the first passagetime properties on the correlated noise parameters.
机译:我们研究了由高相关高斯涨落驱动的粒子达到一个或多个预定边界的平均第一次通过时间。我们讨论了一种生成幂律相关涨落的数值算法,并将其应用于三个物理示例。一个是自由粒子在间隔的两端到达。第二个是粒子从不稳定状态衰减。第三个是粒子穿越势垒的时间,该势垒以双阱势将一个阱与另一个阱分开。在每种情况下,都给出了与由高斯白噪声驱动的粒子的第一次通过时间的比较,以及对第一次通过时间特性对相关噪声参数的依赖性的分析。

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