搜索结果: 1-8 共查到“first passage time”相关记录8条 . 查询时间(0.148 秒)
Asymptotic behaviour of first passage time distributions for Levy processes
Levy processes first passage time distribution local limit theorems fluctuation theory
2011/9/19
Abstract: Let $X$ be a real valued L\'evy process that is in the domain of attraction of a stable law without centering with norming function $c.$ As an analogue of the random walk results in \cite{vw...
Scaling properties of first-passage time probabilities in financial markets
Scaling properties first-passage time probabilities financial markets
2011/7/19
Financial markets provide an ideal frame for the study of first-passage time events of non-
Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six futures...
Scaling properties of first-passage time probabilities in financial markets
financial markets first-passage time probability Statistical Finance
2011/9/29
Abstract: Financial markets provide an ideal frame for the study of first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six...
Generic Mechanism of Optimal Energy Transfer Efficiency: A Scaling Theory of the Mean First-Passage Time in Exciton Systems
Energy Transfer Efficiency A Scaling Theory Mean First-Passage Time in Exciton Systems
2014/9/24
An asymptotic scaling theory is presented using the conceptual basis of trapping-free subspace (i.e., orthogonal subspace) to establish the generic mechanism of optimal efficiency of excitation energy...
A First Passage Time Analysis of Atomic-Resolution Simulations of the Ionic Transport in a Bacterial Porin
Atomic-Resolution Simulations Ionic Transport Bacterial Porin
2010/11/24
We have studied the dynamics of chloride and potassium ions in the interior of the OmpF porin
under the influence of an external electric field. From the results of extensive all-atom molecular dynam...
EXACT FORMULAS FOR THE MOMENTS OF THE FIRST PASSAGE TIME OF REWARD PROCESSES
Semi-Markov process reward process Laplace transform rst passage time
2009/2/26
Let fZ½(t); t ¸ 0g be a reward process based on a semi-Markov process fJ (t); t ¸ 0g
and a reward function ½: Let Tz be the ¯rst passage time of fZ½(t); t ¸...
Mean First Passage Time for System with Fluctuating
Potential Barrier and Coupled Noise
mean fist passage time resonant activation coupled noise
2007/8/15
2007Vol.47No.3pp.517-519DOI:
Mean First Passage Time for System with Fluctuating
Potential Barrier and Coupled Noise
LI Jing-Hui and HAN Yin-Xia
Faculty of Science, Nin...
Moments and Mean First-Passage Time of Parabolic-Bistable
Potential System Driven by Colored Noise
moments mean first-passage time colored noise
parabolic-bistable potential
2007/8/15
2002Vol.37No.2pp.155-160DOI:
Moments and Mean First-Passage Time of Parabolic-Bistable
Potential System Driven by Colored Noise
LIANG Gui-Yun,1 CAO Li,1,3 KE Sheng-Zhi1,3
and WU...