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Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise
Masoliver, Jaume, 1951-; Porrà i Rovira, Josep Maria
Universitat de Barcelona
We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems.
2010-07-06
Física estadística
Física matemàtica
Statistical physics
Mathematical physics
(c) American Physical Society, 1995
Article
American Physical Society
         

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