Statistics of entrance times

Peter Talkner

Physica A: Statistical Mechanics and its Applications, 2003, vol. 325, issue 1, 124-135

Abstract: The statistical properties of the transitions of a discrete Markov process are investigated in terms of entrance times. A simple formula for their density is given and used to measure the synchronization of a process with a periodic driving force. For the McNamara–Wiesenfeld model of stochastic resonance we find parameter regions in which the transition frequency of the process is locked with the frequency of the external driving.

Keywords: Non-stationary Markov processes; Point processes; Entrance times; Rice frequency; Stochastic resonance (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:325:y:2003:i:1:p:124-135

DOI: 10.1016/S0378-4371(03)00191-2

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