The dynamical process through a marginal state (saddle point) driven by colored noise is studied. For small correlation time of the noise, the mean first-passage time and its variance are calculated using standard methods. When the correlation time of the noise is finite or large, an alternative approach, based on simple physical arguments, is proposed. It will allow us to study also the passage times of an unstable state. The theoretical predictions are tested satisfactorily by the use of computer simulations.
CitationRamírez de la Piscina, L.; Sancho, J.M. "First-passage times for a marginal state driven by colored noise". Physical Review A, 1991, vol. 43, núm. 2, p.663-668. ISSN:1050-2947
All rights reserved. This work is protected by the corresponding intellectual and industrial property rights. Without prejudice to any existing legal exemptions, reproduction, distribution, public communication or transformation of this work are prohibited without permission of the copyright holder. If you wish to make any use of the work not provided for in the law, please contact: firstname.lastname@example.org