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. Author manuscript; available in PMC: 2017 Mar 1.
Published in final edited form as: J Comput Appl Math. 2015 Aug 5;294:1–11. doi: 10.1016/j.cam.2015.07.035

Table 1.

Higher order moments for the exact exit time distribtuion S(t) and the approximating exponential exp(−λ0t).

S(t) exp(−λ0t)
Inline graphic[t] 0.3870 0.3870
Inline graphic[t2] 0.2267 0.2995
Inline graphic[t3] 0.1866 0.3477