Exit times in non-Markovian drifting continuous-time random walk processes
AbstractBy appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to the corrections ensuing from the non-Markovian nature of the process. We show that when drift and jumps have the same sign the relevant integral equations can be solved in closed form. The case when holding times have the classical Erlang distribution is considered in detail.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1002.0571.
Date of creation: Feb 2010
Date of revision: Jun 2010
Publication status: Published in Phys. Rev. 82, 021102 (2010)
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