{"entities":{"Q751069":{"pageid":752918,"ns":120,"title":"Item:Q751069","lastrevid":49438858,"modified":"2026-01-07T04:02:12Z","type":"item","id":"Q751069","labels":{"en":{"language":"en","value":"The distribution of exit times for weakly colored noise"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 4176163"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$31147B36-F065-4FC0-836B-98454E858043","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3090daf6e929030b39fe53d54a51e4d6ebb64c4a","datavalue":{"value":{"text":"The distribution of exit times for weakly colored noise","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q751069$2A035574-90D5-424A-B467-79AE534DF9F1","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"3286b8fbcbc9c7245e5ea2b471c23a055c65db7c","datavalue":{"value":"0714.60072","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q751069$7F3DEA7A-D4DD-44D9-9041-AF5CD7EC4CB7","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c4c40c79900679f293bd78ff915c0bbbc81e2dfb","datavalue":{"value":"10.1007/BF01044718","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q751069$C1DA07A2-E3AD-4ED1-8D6F-5B110DBFB1DE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"395f7da0adbbda3de2f6e1260b4eb2093475085e","datavalue":{"value":{"entity-type":"item","numeric-id":751068,"id":"Q751068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$41A0091B-E4E0-447F-AD2F-1CA9B14BEB9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"88915222199b996c68ae790db67a859dc3d317ba","datavalue":{"value":{"entity-type":"item","numeric-id":404315,"id":"Q404315"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$FD198DA2-205E-4DDA-9025-1B1942167E44","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"554d0a047cd8799fbeb53d4c25983d68868a65ee","datavalue":{"value":{"entity-type":"item","numeric-id":506484,"id":"Q506484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$954962FC-8FB8-45D8-8725-726B7AAB2B67","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"bd988655a64cc18194d4bb8e267ebd8eed41b1a8","datavalue":{"value":{"entity-type":"item","numeric-id":166985,"id":"Q166985"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$7747291C-4A66-4CCE-A270-9ED9E15475E1","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"7211ad5ca16eb0d22cd0051fff3d0f3af254ceb6","datavalue":{"value":{"time":"+1989-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q751069$2A6956EC-4DF8-41DC-8A32-6409A4C88F93","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"074d57d202c188ae4a9b8bef9ae607adebff12f6","datavalue":{"value":"We analyze the exit time (first passage time) problem for the Ornstein- Uhlenbeck model of Brownian motion. Specifically, consider the position X(t) of a particle whose velocity is an Ornstein-Uhlenbeck process with amplitude \\(\\sigma\\) /\\(\\epsilon\\) and correlation time \\(\\epsilon^ 2\\),  \\[  dX/dt=\\sigma Z/\\epsilon,\\quad dZ/dt=-Z/\\epsilon^ 2+2^{1/2}\\xi (t)/\\epsilon \\]  where \\(\\xi\\) (t) is Gaussian white noise. Let the exit time \\(t_{ex}\\) be the first time the particle escapes an interval \\(- A<X(t)<B\\), given that it starts at \\(X(0)=0\\) with \\(Z(0)=z_ 0\\). Here we determine the exit time probability distribution \\(F(t)\\equiv \\Pr ob\\{t_{ex}>t\\}\\) by directly solving the Fokker-Planck equation. In brief, after taking a Laplace transform, we use singular perturbation methods to reduce the Fokker-Planck equation to a boundary layer problem. This boundary layer problem turns out to be a half-range expansion problem, which we solve via complex variable techniques. This yields the Laplace transform of F(t) to within a transcendentally small \\(O(e^{- A/\\epsilon \\sigma}+e^{-B/\\epsilon \\sigma})\\) error. We then obtain F(t) by inverting the transform order by order in \\(\\epsilon\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q751069$28083520-9776-40D2-AB70-0F9738BA7A90","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b0a8ec7e0e558e61536a56fc2bf8ce5de05286c1","datavalue":{"value":"60J70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q751069$34D1CC21-0714-4633-87D9-BF1C57D2625F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q751069$8710CA2A-2E1E-47D5-A999-1E7AAF54C645","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"3bb6ffebb370419ee2d559770e0015d51084f4e8","datavalue":{"value":"4176163","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q751069$B8FEAF70-62AB-4878-B1B3-CC90FEE6AA9B","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1e40f343b5904999ef867e8ead4ef125f81b2080","datavalue":{"value":"singular perturbation methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q751069$77A56F31-BD5B-4C58-B893-F7C57C2E3C8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e8614bf31aab7a804d40f47fee75a9a8059d4af5","datavalue":{"value":"Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q751069$1BF07B06-B8A0-4672-9FD9-155CBB9D2FE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"efdacca7c3c418ed78c5dd5b7a066fc8d16a748c","datavalue":{"value":"Ornstein-Uhlenbeck process","type":"string"},"datatype":"string"},"type":"statement","id":"Q751069$FBFB61DF-7945-4237-9FC3-EAED7332A61B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2630c59be5933c41e0b54ca4e2e52fcbc41a4991","datavalue":{"value":"Fokker-Planck equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q751069$C1294B12-EEB6-44C1-B967-8B8978CFB686","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$3120522C-CFC2-44B3-8E37-3D80B0C3DFA9","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"bbbb5e8f38b940cdd98c1bbe80dcee2ffcae0161","datavalue":{"value":{"entity-type":"item","numeric-id":4404205,"id":"Q4404205"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$E4CA40C3-0F82-46AA-BD99-1F77784A0471","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4dad0ce37835b97ee673bb56b90b3e686ee46e1d","datavalue":{"value":{"entity-type":"item","numeric-id":4748912,"id":"Q4748912"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$48983A01-9CA3-46F4-8C50-C1AB273D8CDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5523b403ea0ab3cc9bc7f51a026560c11bb24d3d","datavalue":{"value":{"entity-type":"item","numeric-id":4174607,"id":"Q4174607"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$43569230-527A-46C9-A68A-5B670B0A76A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bd298430efd89d300c65519dc5a76f75c1c8ab9e","datavalue":{"value":{"entity-type":"item","numeric-id":787594,"id":"Q787594"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$F20E6981-5AC5-4F4A-9A8C-97303949B86F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"be6c31b5ba158fcfde11880250885c7ab63e5b18","datavalue":{"value":{"entity-type":"item","numeric-id":2653159,"id":"Q2653159"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$C378652F-4D56-4954-A395-85DC7E030D4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a99cc379ad777329adf0b94b96560c044f37f8c","datavalue":{"value":{"entity-type":"item","numeric-id":5846786,"id":"Q5846786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$064DC109-2824-4B37-86F7-E5D8F674C85C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ef2d2a7137478489fa200c1be0b4f1ea4a34be57","datavalue":{"value":{"entity-type":"item","numeric-id":3721551,"id":"Q3721551"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$CD5F374C-E17E-4C48-9A1E-702579E2CA23","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5682592443a614368d8bf190a7277f0f42b12108","datavalue":{"value":{"entity-type":"item","numeric-id":4730557,"id":"Q4730557"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$27E77F76-CFC5-4DBA-B2FB-52E3B82F4380","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"690d2e2fa3c40e1612ad82748583fec22cea8345","datavalue":{"value":{"entity-type":"item","numeric-id":5558293,"id":"Q5558293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$B82E153B-F2F6-4879-856F-F2F51A352F72","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0af4f9063c1e35bea7fd90cbd83fec4dd3ed545d","datavalue":{"value":{"entity-type":"item","numeric-id":1092220,"id":"Q1092220"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$0E8E11D8-F0D4-404B-932F-50FC3799327E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dcb95665aa6f80a10516e1036d248f9b7502f356","datavalue":{"value":{"entity-type":"item","numeric-id":5523834,"id":"Q5523834"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q751069$8CC4656B-B957-45B9-98BC-E2F8F3A3A8F6","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3c88495f02cabc1f29965eea623006a480b001d8","datavalue":{"value":{"entity-type":"item","numeric-id":4730557,"id":"Q4730557"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"54cda0075a68f8a1fd2e5daf362834f9768005c4","datavalue":{"value":{"amount":"+0.8836882710456848","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q751069$637CC763-7B1A-403B-8605-E1E7AD95E5FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d2732230135e907d18d4f606148f4f40e3dc7247","datavalue":{"value":{"entity-type":"item","numeric-id":5139762,"id":"Q5139762"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b8d05dfdfb5d7a42bb96b689e091f08f0a3d5801","datavalue":{"value":{"amount":"+0.7976871132850647","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q751069$A8C2D917-0913-46B8-B30D-104962C62B83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a4543d0ec843a4bb7f75c2b528cd8f917cd7bddc","datavalue":{"value":{"entity-type":"item","numeric-id":4721344,"id":"Q4721344"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2b3206aab036165217f62746061d61905b214365","datavalue":{"value":{"amount":"+0.7944704294204712","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q751069$16664940-76F6-4F76-A031-D907F253576E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4b2831714c214c0b2a9c78a1220afb4190c5b421","datavalue":{"value":{"entity-type":"item","numeric-id":3492526,"id":"Q3492526"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"eaee60db3c922b4bc306ce75417594646a2241b5","datavalue":{"value":{"amount":"+0.7700371742248535","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q751069$46469E1D-5EBB-4BFE-89E9-A68153690261","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dd0498ff9eb26fb6147703bb7e03d8d235861f91","datavalue":{"value":{"entity-type":"item","numeric-id":3779543,"id":"Q3779543"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"02ae55c8046518855ea161292700912761d06135","datavalue":{"value":{"amount":"+0.7422781586647034","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q751069$950A369A-641F-4040-86DC-11E31225C01B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:751069","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:751069"}}}}}