Abstract
The moments and probability distribution of the lifetime of a configuration state relative to m disjoint regions in ℝd for particles under stochastic motion are expressed in terms of the derivatives at the origin of the probability after-effects for the m regions and for the union of the regions, together with the single integrated and the m randomized first-passage-time distributions, relative to the union of the m regions and to the separate complements of the m regions, respectively. The lifetime, suitably normed in terms of the mean lifetime, is shown to have a limiting standard exponential distribution. Finally, the distributions of lifetime when the motion of the particles is either Brownian or such as to generate a persistent generalized Smoluchowski process are discussed; in the first case, the distribution of lifetime reduces to a standard problem in heat conduction, and in the second case the distribution is expressed in terms of an exponential function and the m probability after-effects for the m regions.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
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