Universal equivalence of mean first-passage time and Kramers rate

We prove that for an arbitrary time-homogeneous stochastic process, Kramers's flux-over-population rate is identical to the inverse of the associated mean first-passage time. In this way the mean first-passage time problem can be treated without making use of the adjoint equation in conjunction...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics. - 1993. - 60(1999), 1 vom: 30. Juli, Seite R1-4
1. Verfasser: Reimann, P (VerfasserIn)
Weitere Verfasser: Schmid, G J, Hänggi, P
Format: Aufsatz
Sprache:English
Veröffentlicht: 1999
Zugriff auf das übergeordnete Werk:Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
Schlagworte:Journal Article
Beschreibung
Zusammenfassung:We prove that for an arbitrary time-homogeneous stochastic process, Kramers's flux-over-population rate is identical to the inverse of the associated mean first-passage time. In this way the mean first-passage time problem can be treated without making use of the adjoint equation in conjunction with cumbersome boundary conditions
Beschreibung:Date Completed 27.08.2002
Date Revised 28.07.2019
published: Print
Citation Status PubMed-not-MEDLINE
ISSN:1063-651X