First Passage Time Statistics For Systems Driven by Long Range Gaussian Noises

Romero, Aldo H.; Sancho, J. M.; Lindenberg, Katja

First Passage Time Statistics For Systems Driven by Long Range Gaussian Noises

Authors

Romero, Aldo H.

Sancho, J. M.

Lindenberg, Katja

Description

We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply these to three physical examples. One is the arrival of a free particle at either end of an interval. The second is the decay of a particle from an unstable state. The third is the time for a particle to cross a barrier separating one well from another in a double well potential. In each case a comparison with the first passage time for a particle driven by Gaussian white noise is presented, as is an analysis of the dependence of the first passage time properties on the correlated noise parameters.