摘要
对非马尔可夫连续噪声驱动系统的平均第一通过时间进行了研究，采用迭代法首次导出了转换时间分布为矩分布情形下的平均第一通过时间的精确解析表达式。
The mean first-passage time of a system driven by non-Markovian continuou noise isstudied.With the method proposed by J.Masoliver. the case is extended to that of a non-Markovian one and the analytic expression for the ineail flrst-passage time of a system withrectangular switching time distribution is worked out with itcrative method.Comparedwith the result given by J.Masoliver fOr a system with exponential distribution,it is shownthat the influence of the initial position on the mean first-passage time with rectangular dis-tribution is less appreciable than that with exponential distribution.
出处
《华中理工大学学报》
CSCD
北大核心
1995年第11期107-110,共4页
Journal of Huazhong University of Science and Technology
基金
国家自然科学基金
关键词
非马氏过程
连续噪声
矩分布
MFPT
non-Markovian process
continuous noise
rectangular distribution
mean first-passage time
