A singular perturbation approach to first passage times for Markov jump processes (Q1094003)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A singular perturbation approach to first passage times for Markov jump processes
scientific article

    Statements

    A singular perturbation approach to first passage times for Markov jump processes (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    1986
    0 references
    We introduce singular perturbation methods for constructing asymptotic approximations to the mean first passage time for Markov jump processes. Our methods are applied directly to the integral equation for the mean first passage time and do not involve the use of diffusion appoximations. An absorbing interval condition is used to properly account for the possible jumps of the process over the boundary which leads to a Wiener- Hopf problem in the neighborhood of the boundary. A model of unimolecular dissociation is considered to illustrate our methods.
    0 references
    0 references
    master equation
    0 references
    singular perturbation
    0 references
    asymptotic expansion
    0 references
    first passage time for Markov jump processes
    0 references
    diffusion appoximations
    0 references
    Wiener- Hopf problem
    0 references
    unimolecular dissociation
    0 references