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http://hdl.handle.net/2445/24504| Title: | Stochastic processes induced by dichotomous markov noise: Some exact dynamical results |
| Author: | Sancho, José M. |
| Keywords: | Processos estocàstics Física matemàtica Equacions diferencials Stochastic processes Mathematical physics Differential equations |
| Issue Date: | 1984 |
| Publisher: | American Institute of Physics |
| Abstract: | Stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise are studied. A non-FokkerPlanck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one. |
| Note: | Reproducció del document proporcionada per AIP i http://dx.doi.org/10.1063/1.526160 |
| It is part of: | Journal of Mathematical Physics, 1984, vol. 25, p. 354-359 |
| URI: | http://hdl.handle.net/2445/24504 |
| Related resource: | http://dx.doi.org/10.1063/1.526160 |
| ISSN: | 0022-2488 |
| Appears in Collections: | Articles publicats en revistes (Física Quàntica i Astrofísica) |
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