Abstract
Previous results on first-passage-time statistics for systems driven by dichotomous noise are extended in order to cover the escape from regions including fixed points of the stochastic flow. For such regions a treatment splitting the escape through one or the other boundary is required. The obtained escape probabilities and mean exit times are relevant for the complete characterization of stochastic systems undergoing bifurcations.
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Olarrea, J., Parrondo, J.M.R. & de la Rubia, F.J. Escape statistics for systems driven by dichotomous noise. I. General theory. J Stat Phys 79, 669–682 (1995). https://doi.org/10.1007/BF02184875
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DOI: https://doi.org/10.1007/BF02184875