Abstract
The theory of the mean first passage time is developed for a general discrete non-Markov process whose time evolution is governed by a generalized master equation. The mean first passage time is determined by an adjoint matrixΩ + in a form analogous to the Fokker Planck case. The theory is illustrated by two examples: A one-dimensional unit step non-Markov process and a non-Markov process with two-step transitions. Explicit expressions for the mean first passage time are derived.
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