First Passage Times for Processes Governed by Master Equations

B J Matkowsky,C Tier,M Mangel,Z Schuss,C Knessl

doi:10.1007/978-3-642-46508-6_3

First Passage Times for Processes Governed by Master Equations

B J Matkowsky, C Tier + Show 3 more

https://doi.org/10.1007/978-3-642-46508-6_3

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Publication Date: Jan 1, 1984

Citations: 1

Affiliation: Northwestern University, University of Illinois at Chicago, University of California, Davis

#Master Equation #Backward Operators + Show 8 more

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Abstract

We calculate the activation rates of metastable states of processes governed by Master Equations, by calculating mean first passage times. We employ methods of singular perturbation theory to derive expressions for these rates, utilizing the full Kramers-Moyal expansions for the forward and backward operators in the Master Equation. In addition we discuss the validity of various diffusion approximations to the Master Equation, showing that such approximations are not valid in general.

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