Colored noise: A perspective from a path-integral formalism
- 1 June 1989
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 39 (11) , 6094-6097
- https://doi.org/10.1103/physreva.39.6094
Abstract
A stationary distribution for Langevin equations driven by colored noise is obtained, in the weak-noise limit, from the configuration-space Lagrangian-like function. The derivation makes no explicit use of Markovian, Fokker-Planck, or small-correlation-time approximations. Markovian approximations based on the Lagrangian, which do not involve truncated expansions, are also discussed.Keywords
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