Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise

dc.contributor.author
Masoliver, Jaume, 1951-
dc.contributor.author
Porrà i Rovira, Josep Maria
dc.date.issued
2011-07-07T12:54:25Z
dc.date.issued
2011-07-07T12:54:25Z
dc.date.issued
1996
dc.identifier
1063-651X
dc.identifier
https://hdl.handle.net/2445/18872
dc.identifier
99261
dc.description.abstract
In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v).
dc.format
14 p.
dc.format
application/pdf
dc.language
eng
dc.publisher
The American Physical Society
dc.relation
Reproducció del document publicat a: http://10.1103/PhysRevE.53.2243
dc.relation
Physical Review E, 1996, vol. 53, núm. 3, p. 2243-2256
dc.rights
(c) American Physical Society, 1996
dc.rights
info:eu-repo/semantics/openAccess
dc.source
Articles publicats en revistes (Física de la Matèria Condensada)
dc.subject
Física matemática
dc.subject
Fisica estadística
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Termodinàmica
dc.subject
Soroll
dc.subject
Processos estocàstics
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Mathematical physics
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Statistical physics
dc.subject
Thermodynamics
dc.subject
Noise
dc.subject
Stochastic processes
dc.title
Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise
dc.type
info:eu-repo/semantics/article
dc.type
info:eu-repo/semantics/publishedVersion


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