Stochastic processes induced by dichotomous markov noise: Some exact dynamical results

dc.contributor.authorSancho, José M.cat
dc.date.accessioned2012-04-26T06:50:46Z
dc.date.available2012-04-26T06:50:46Z
dc.date.issued1984
dc.description.abstractStochastic 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.eng
dc.format.extent6 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec355
dc.identifier.issn0022-2488
dc.identifier.urihttps://hdl.handle.net/2445/24504
dc.language.isoengeng
dc.publisherAmerican Institute of Physics
dc.relation.isformatofReproducció del document proporcionada per AIP i http://dx.doi.org/10.1063/1.526160
dc.relation.ispartofJournal of Mathematical Physics, 1984, vol. 25, p. 354-359
dc.relation.urihttp://dx.doi.org/10.1063/1.526160
dc.rights(c) American Institute of Physics, 1984
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Física Quàntica i Astrofísica)
dc.subject.classificationProcessos estocàsticscat
dc.subject.classificationFísica matemàticacat
dc.subject.classificationEquacions diferencialscat
dc.subject.otherStochastic processeseng
dc.subject.otherMathematical physicseng
dc.subject.otherDifferential equationseng
dc.titleStochastic processes induced by dichotomous markov noise: Some exact dynamical resultseng
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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