A singular perturbation approach to first passage times for Markov jump processes
作者： C. Knessl , B. J. Matkowsky , Z. Schuss , C. Tier
DOI: 10.1007/BF01010845
关键词: Boundary (topology) 、 Singular perturbation 、 Mathematical analysis 、 Asymptotic expansion 、 Mathematics 、 Markov process 、 Master equation 、 First-hitting-time model 、 Boundary value problem 、 Perturbation theory
摘要: We introduce singular perturbation methods for constructing asymptotic approximations to the mean first passage time Markov jump processes. Our are applied directly integrai equation and do not involve use of diffusion approximations. An absorbing interval condition is used properly account possible jumps process over boundary which leads a Wiener-Hopf problem in neighborhood boundary. A model unimolecular dissociation considered illustrate our methods.
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