Mean exit times for free inertial stochastic processes
نویسندگان
چکیده
منابع مشابه
Exit - times and - entropy for dynamical systems , stochastic processes , and turbulence
We present an investigation of -entropy, h( ), in dynamical systems, stochastic processes and turbulence. This tool allows for a suitable characterization of dynamical behaviours arising in systems with many different scales of motion. Particular emphasis is put on a recently proposed approach to the calculation of the -entropy based on the exit-time statistics. The advantages of this method ar...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 1994
ISSN: 1063-651X,1095-3787
DOI: 10.1103/physreve.50.1985