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摘要翻译：
考虑了一个具有两个吸收障碍的马尔可夫跳跃过程，其等待时间分布包含位置相关系数。我们求解了带有边界条件的Fokker-Planck方程，计算了平均首次通过时间(MFPT)，它总是有限的，对于次扩散情况也是如此。然后，对于L\'evy分布形式的跳跃尺寸分布，我们通过数值模拟确定了概率密度分布和MFPT。讨论了结果与工艺参数以及L\'evy分布宽度的关系。
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英文标题：
《Mean first passage time for a Markovian jumping process》
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作者：
A. Kami\'nska and T. Srokowski
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最新提交年份：
2007
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分类信息：
一级分类：Physics 物理学
二级分类：Statistical Mechanics 统计力学
分类描述：Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变，热力学，场论，非平衡现象，重整化群和标度，可积模型，湍流
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英文摘要：
We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean first passage time (MFPT) which appears always finite, also for the subdiffusive case. Then, for the case of the jumping-size distribution in form of the L\'evy distribution, we determine the probability density distributions and MFPT by means of numerical simulations. Dependence of the results on process parameters, as well as on the L\'evy distribution width, is discussed.
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PDF链接：
https://arxiv.org/pdf/710.2686
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