Mean first passage times of processes driven by white shot noise
Publication
, Journal Article
Laio, F; Porporato, A; Ridolfi, L; Rodriguez-Iturbe, I
Published in: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
2001
The systems driven by white shot noise are analyzed based on mean first passage times. The shot noise has exponentially distributed jump heights. The the linkage between the results and the steady state probability density function of the process are presented.
Duke Scholars
Published In
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
ISSN
1539-3755
Publication Date
2001
Volume
63
Issue
3 II
Start / End Page
361051 / 361058
Related Subject Headings
- Fluids & Plasmas
- 09 Engineering
- 02 Physical Sciences
- 01 Mathematical Sciences
Citation
APA
Chicago
ICMJE
MLA
NLM
Laio, F., Porporato, A., Ridolfi, L., & Rodriguez-Iturbe, I. (2001). Mean first passage times of processes driven by white shot noise. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 63(3 II), 361051–361058.
Laio, F., A. Porporato, L. Ridolfi, and I. Rodriguez-Iturbe. “Mean first passage times of processes driven by white shot noise.” Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 63, no. 3 II (2001): 361051–58.
Laio F, Porporato A, Ridolfi L, Rodriguez-Iturbe I. Mean first passage times of processes driven by white shot noise. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 2001;63(3 II):361051–8.
Laio, F., et al. “Mean first passage times of processes driven by white shot noise.” Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, vol. 63, no. 3 II, 2001, pp. 361051–58.
Laio F, Porporato A, Ridolfi L, Rodriguez-Iturbe I. Mean first passage times of processes driven by white shot noise. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 2001;63(3 II):361051–361058.
Published In
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
ISSN
1539-3755
Publication Date
2001
Volume
63
Issue
3 II
Start / End Page
361051 / 361058
Related Subject Headings
- Fluids & Plasmas
- 09 Engineering
- 02 Physical Sciences
- 01 Mathematical Sciences