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

B. Bag ()

The European Physical Journal B: Condensed Matter and Complex Systems, 2003, vol. 34, issue 1, 115-118

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

Date: 2003
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DOI: 10.1140/epjb/e2003-00202-8

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