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Colored non-Gaussian noise driven systems: Mean first passage time

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  • B. Bag

Abstract

We have examined the mean first passage time ( $\langle T\rangle$ ) for a particle driven by colored non-Gaussian noise. As we depart from the Gaussian behavior, the $\langle T\rangle$ decreases regularly to a limiting value, i.e., the barrier crossing rate can be accelerated to a limiting value by increasing the non-Gaussianity of the noise. For the non-Gaussian noise driven process $\langle T\rangle$ increases linearly with increasing damping constant or noise correlation time. But this increasing behavior is almost exponential in nature for the Gaussian noise driven process. Copyright Springer-Verlag Berlin/Heidelberg 2003

Suggested Citation

  • B. Bag, 2003. "Colored non-Gaussian noise driven systems: Mean first passage time," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 34(1), pages 115-118, July.
  • Handle: RePEc:spr:eurphb:v:34:y:2003:i:1:p:115-118
    DOI: 10.1140/epjb/e2003-00202-8
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    Cited by:

    1. Guo, Yongfeng & Wang, Linjie & Wei, Fang & Tan, Jianguo, 2019. "Dynamical behavior of simplified FitzHugh-Nagumo neural system driven by Lévy noise and Gaussian white noise," Chaos, Solitons & Fractals, Elsevier, vol. 127(C), pages 118-126.

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