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| Item Type: | Article |
|---|---|
| Title: | The stretch to stray on time: resonant length of random walks in a transient |
| Creators Name: | Falcke, M. and Friedhoff, V.N. |
| Abstract: | First-passage times in random walks have a vast number of diverse applications in physics, chemistry, biology, and finance. In general, environmental conditions for a stochastic process are not constant on the time scale of the average first-passage time or control might be applied to reduce noise. We investigate moments of the first-passage time distribution under an exponential transient describing relaxation of environmental conditions. We solve the Laplace-transformed (generalized) master equation analytically using a novel method that is applicable to general state schemes. The first-passage time from one end to the other of a linear chain of states is our application for the solutions. The dependence of its average on the relaxation rate obeys a power law for slow transients. The exponent ν depends on the chain length N like ν=-N/(N+1) to leading order. Slow transients substantially reduce the noise of first-passage times expressed as the coefficient of variation (CV), even if the average first-passage time is much longer than the transient. The CV has a pronounced minimum for some lengths, which we call resonant lengths. These results also suggest a simple and efficient noise control strategy and are closely related to the timing of repetitive excitations, coherence resonance, and information transmission by noisy excitable systems. A resonant number of steps from the inhibited state to the excitation threshold and slow recovery from negative feedback provide optimal timing noise reduction and information transmission. |
| Source: | Chaos |
| ISSN: | 1054-1500 |
| Publisher: | American Institute of Physics |
| Volume: | 28 |
| Number: | 5 |
| Page Range: | 053117 |
| Date: | 23 May 2018 |
| Official Publication: | https://doi.org/10.1063/1.5023164 |
| PubMed: | View item in PubMed |
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