Non-Gaussian Random Processes and Mean First Passage Time

Student: Dashevskiy Maxim

Educational Programme: Mathematics (Bachelor)

Year of Graduation: 2019

This paper deals with the Kramers problem, the essence of which is to estimate the first passage time for a particle to exit a potential well under the influence of the environment. Two existing classical methods for solving the Kramers problem are compared. In this work, we showed an exponent search method that is responsible for the first passage time of exit using the functional integration method. This approach has been extended to the class of systems with weak non-Gaussian noise. This allows the solution to be extended to a wider range of Kramers problems.

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