PMID: 11308707Apr 20, 2001Paper

Mean first passage times of processes driven by white shot noise

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
F LaioI Rodriguez-Iturbe

Abstract

We consider mean first passage times in systems driven by white shot noise with exponentially distributed jump heights. Simple interpretable results are obtained and the linkage between those results and the steady-state probability density function of the process is presented. The virtual waiting-time or Takács process (constant losses) and the shot noise process with linear losses are analyzed in depth, along with a more complex process with useful implications for the modeling of the soil moisture dynamics in hydrology.

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Citations

Apr 28, 2012·Bulletin of Mathematical Biology·Kevin L S Drury, David M Lodge
Nov 14, 2012·Journal of Theoretical Biology·Stefano TealdiLuca Ridolfi
Feb 28, 2016·Journal of Theoretical Biology·Thomas CaracoIng-Nang Wang
May 22, 2007·Theoretical Population Biology·Kevin L S Drury
Apr 20, 2004·Physical Review Letters·Amilcare Porporato, Paolo D'Odorico
Apr 12, 2006·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·Edoardo Daly, Amilcare Porporato
Mar 16, 2007·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·Edoardo Daly, Amilcare Porporato
Aug 7, 2007·Physical Review Letters·R Martínez-CasadoS Miret-Artés
Jul 25, 2018·Proceedings of the National Academy of Sciences of the United States of America·Matteo Bernard BertagniCarlo Camporeale
Jul 15, 2016·Physical Review. E·Alexander A DubkovSergey N Gurbatov
Aug 7, 2007·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·Changho KimPeter Talkner
Aug 7, 2007·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·R Martínez-CasadoS Miret-Artés
Jul 30, 2011·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·Samir SuweisAmos Maritan
Sep 28, 2010·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·Edoardo Daly, Amilcare Porporato
Dec 11, 2014·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·Yair MauAmilcare Porporato
Feb 28, 2002·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·Dhruba BanerjeeDeb Shankar Ray

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