Abstract
For diffusion in a monotonie potential field the probability distribution of first-passage times is computed in the limit of short times. The relation to the familiar long-time regime is pointed out.
Similar content being viewed by others
References
N. G. van Kampen,Stochastic Processes in Physics and Chemistry (North-Holland, Amsterdam, 1981); C. W. Gardiner,Handbook of Stochastic Methods (Springer, Berlin, 1983).
Z. Schuss and B. J. Matkowski,SIAM J. Appl. Math. 35:604 (1970).
H. A. Kramers,Physica 7:284 (1940); P. Hänggi, P. Talkner, and M. Berkovich,Rev. Mod. Phys. 62:251 (1990); V. I. Mel'nikov,Phys. Rep. 209:1 (1991).
H. van Beijeren, Private communication.
H. Risken and H. D. Vollmer,Z. Phys. 204:240 (1967); N. S. Goel, S. C. Maitra, and E. W. Montroll,Rev. Mod. Phys. 43:231 (1971); N. G. van Kampen,J. Stat. Phys. 17:71 (1977).
E. C. Titchmarsh,Eigenfunction Expansions I (Clarendon Press, Oxford, 1946, 1962), p. 6.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
van Kampen, N.G. Short first-passage times. J Stat Phys 70, 15–23 (1993). https://doi.org/10.1007/BF01053951
Issue Date:
DOI: https://doi.org/10.1007/BF01053951