Asymptotic solution of the Kramers-Moyal equation and first-passage times for Markov jump processes

Abstract

We calculate the activation rates of metastable states of general one-dimensional Markov jump processes by calculating mean first-passage times. We employ methods of singular perturbation theory to derive expressions for these rates, utilizing the full Kramers-Moyal expansions for the forward and backward operators in the master equation. We discuss various boundary conditions for the first-passage-time problem, and present some examples. We also discuss the validity of various diffusion approximations to the master equation, and their limitations.