首次命中时间模型
职位(财务)
指数
维纳过程
随机过程
数学
乘法函数
幂律
常量(计算机编程)
乘性噪声
功率(物理)
扩散
统计物理学
数学分析
物理
计算机科学
统计
量子力学
电信
信号传递函数
哲学
经济
模拟信号
财务
程序设计语言
语言学
传输(电信)
作者
Petar Jolakoski,Pece Trajanovski,Alexander Iomin,Ljupčo Kocarev,Trifce Sandev
出处
期刊:EPL
[Institute of Physics]
日期:2025-01-17
卷期号:149 (4): 41004-41004
被引量:2
标识
DOI:10.1209/0295-5075/adab8b
摘要
Abstract We study the first-passage time of the heterogeneous telegrapher's process, which is a stochastic process with a multiplicative dichotomic noise and a position-dependent velocity. As special cases we recover results for heterogeneous diffusion in the Stratonovich interpretation, as well as the standard telegrapher's process with a constant velocity. In the framework of the renewal equation approach, we study the survival probability and the first-passage time density. An exact result for the mean first-passage time in the presence of Poissonian stochastic resetting of the particle to the initial position is obtained as well. An optimal resetting rate is obtained. In this case, the mean first-passage time becomes minimal for every power-law exponent of the power-law position-dependent velocity. We have also observed that the optimal resetting rate increases when the power-law exponent of the velocity decreases.
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