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First-passage times for non-Markovian processes: Multivalued noise

George H. Weiss, Jaume Masoliver, Katja Lindenberg, and Bruce J. West
Phys. Rev. A 36, 1435 – Published 1 August 1987
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Abstract

A new method for the calculation of first-passage times for non-Markovian processes is presented. In addition to the general formalism, some familiar examples are worked out in detail.

  • Received 10 February 1987

DOI:https://doi.org/10.1103/PhysRevA.36.1435

©1987 American Physical Society

Authors & Affiliations

George H. Weiss

  • Physical Sciences Laboratory, Division of Computer Research and Technology, National Institutes of Health, Bethesda, Maryland 20205

Jaume Masoliver and Katja Lindenberg

  • Department of Chemistry (B-014) and Institute for Nonlinear Science (R-002), University of California, San Diego, La Jolla, California 92093

Bruce J. West

  • Institute for Nonlinear Science (R-002), University of California, San Diego, La Jolla, California 92093

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Vol. 36, Iss. 3 — August 1987

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