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First passage time for a class of one-dimensional stochastic systems

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Abstract

We consider the time evolution of a class of stochastic systems of finite size with polynomial nearest neighbor transition rates. We obtain analytical expressions for the first passage time (FPT) and its moments. We show that the mean FPT, averaged over a uniform initial distribution, shows a simple asymptotoc behavior with the system size and the parameters of the transition rates.

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Bhatia, D.P., Arora, D. & Prasad, M.A. First passage time for a class of one-dimensional stochastic systems. J Stat Phys 71, 1191–1200 (1993). https://doi.org/10.1007/BF01049967

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  • DOI: https://doi.org/10.1007/BF01049967

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