The properties of non-integer moments (NIMs) of the first passage time distribution have been recently studied by Weiss, Havlin and Matan in the case of an uncorrelated random walk along a line. In this paper, using the tools of numerical simulation, we extend their analysis to the case of diffusion driven by corrrelated noise. The dependence of the NIMs on the correlation of the noise is numerically studied and a phenomenological expression for the NIMs in a simple non-Markov system is derived.
Non-integer moments of the first passage time distribution in non-Markov systems
Palleschi V
1991
Abstract
The properties of non-integer moments (NIMs) of the first passage time distribution have been recently studied by Weiss, Havlin and Matan in the case of an uncorrelated random walk along a line. In this paper, using the tools of numerical simulation, we extend their analysis to the case of diffusion driven by corrrelated noise. The dependence of the NIMs on the correlation of the noise is numerically studied and a phenomenological expression for the NIMs in a simple non-Markov system is derived.File in questo prodotto:
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