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

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dc.creatorRomero, Aldo H.
dc.creatorSancho, J. M.
dc.creatorLindenberg, Katja
dc.date2002-04-18
dc.date.accessioned2026-07-07T02:45:07Z
dc.date.available2026-07-07T02:45:07Z
dc.descriptionWe examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply these to three physical examples. One is the arrival of a free particle at either end of an interval. The second is the decay of a particle from an unstable state. The third is the time for a particle to cross a barrier separating one well from another in a double well potential. In each case a comparison with the first passage time for a particle driven by Gaussian white noise is presented, as is an analysis of the dependence of the first passage time properties on the correlated noise parameters.
dc.identifierhttps://arxiv.org/abs/cond-mat/0204389
dc.identifierhttp://arxiv.org/abs/cond-mat/0204389
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/19186
dc.subjectStatistical Mechanics
dc.titleFirst Passage Time Statistics For Systems Driven by Long Range Gaussian Noises
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