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

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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.

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Correspondence to B. C. Bag.

Additional information

Received: 27 March 2003, Published online: 23 July 2003

PACS:

05.45.-a Nonlinear dynamics and nonlinear dynamical systems - 05.70.Ln Nonequilibrium and irreversible thermodynamics - 05.20.-y Classical statistical mechanics

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Bag, B.C. Colored non-Gaussian noise driven systems: Mean first passage time. Eur. Phys. J. B 34, 115–118 (2003). https://doi.org/10.1140/epjb/e2003-00202-8

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  • DOI: https://doi.org/10.1140/epjb/e2003-00202-8

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