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The Mean First-Passage Time of the System Driven by Non-Markovian Multivalued Noises

We generalize the method for the calculation of the mean first-passage time (MFPT) developed by Weiss et al. to the situations where the processes are driven by non-Markovian multivalued noises. For simplicity, we restrict ourselves to three cases: the noises have rectangular, long-tail and combined temporal distributions. The concrete calculations of MFPT are made with an important example and explicit analytical expressions are obtained.