First-passage times in a critical stochastic model
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Publication:1203232
DOI10.1007/BF01049730zbMATH Open0925.82007OpenAlexW2095261232MaRDI QIDQ1203232FDOQ1203232
Authors: P. M. Binder
Publication date: 26 September 1994
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01049730
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Cites Work
Cited In (6)
- First passage time of a Lévy degradation model with random effects
- Mean first passage times for piecewise deterministic Markov processes and the effects of critical points
- Statistics of first-passage times in disordered systems using backward master equations and their exact renormalization rules
- First passage times over stochastic boundaries for subdiffusive processes
- Passage-time moments and hybrid zones for the exclusion-voter model
- First passage time of the frog model has a sublinear variance
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