A singular perturbation approach to first passage times for Markov jump processes
type: Item
instance of: scholarly article
title: A singular perturbation approach to first passage times for Markov jump processes
zbMATH Open document ID: 0629.60094
DOI: 10.1007/BF01010845
author: Zeev Schuss
author: Charles Tier
author: Charles Knessl
author: B. J. Matkowsky
published in: Journal of Statistical Physics
publication date: 1986-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 4024467
zbMATH Keywords: master equation
zbMATH Keywords: singular perturbation
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: first passage time for Markov jump processes
zbMATH Keywords: diffusion appoximations
zbMATH Keywords: Wiener- Hopf problem
zbMATH Keywords: unimolecular dissociation
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4024467