Archivio Istituzionale della RicercaThe systems driven by white shot noise are analyzed based on mean first passage times. The shot noise has exponentially distributed jump heights. The the linkage between the results and the steady state probability density function of the process are presented.
Mean first passage times of processes driven by white shot noise / Laio, Francesco; Porporato, Amilcare; Ridolfi, Luca; RODRIGUEZ ITURBE, I.. - In: PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS. - ISSN 1539-3755. - STAMPA. - 63:3(2001), pp. 361051-361058. [10.1103/PhysRevE.63.036105]
Mean first passage times of processes driven by white shot noise
LAIO, FRANCESCO;PORPORATO, Amilcare;RIDOLFI, LUCA;
2001
Abstract
The systems driven by white shot noise are analyzed based on mean first passage times. The shot noise has exponentially distributed jump heights. The the linkage between the results and the steady state probability density function of the process are presented.
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https://hdl.handle.net/11583/1404485
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