A singular perturbation approach to first passage times for Markov jump processes
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.
first passage time for Markov jump processes
scientific article; zbMATH DE number 4024467
scientific article