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Statistics of entrance times

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  • Talkner, Peter

Abstract

The statistical properties of the transitions of a discrete Markov process are investigated in terms of entrance times. A simple formula for their density is given and used to measure the synchronization of a process with a periodic driving force. For the McNamara–Wiesenfeld model of stochastic resonance we find parameter regions in which the transition frequency of the process is locked with the frequency of the external driving.

Suggested Citation

  • Talkner, Peter, 2003. "Statistics of entrance times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 325(1), pages 124-135.
    • Handle: RePEc:eee:phsmap:v:325:y:2003:i:1:p:124-135
    DOI: 10.1016/S0378-4371(03)00191-2
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