Second-order processes driven by dichotomous noise
Open Access
- 1 January 1992
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 45 (2) , 706-713
- https://doi.org/10.1103/physreva.45.706
Abstract
We study free second-order processes driven by dichotomous noise. We obtain an exact differential equation for the marginal density p(x,t) of the position. It is also found that both the velocity Ẋ(t) and the position X(t) are Gaussian random variables for large t.Keywords
This publication has 10 references indexed in Scilit:
- Brownian motion in a field of force and the diffusion model of chemical reactionsPublished by Elsevier ,2004
- Lévy walk approach to anomalous diffusionPhysica A: Statistical Mechanics and its Applications, 1990
- Brownian motion of multidimensional systems in nonpotential velocity-dependent fields of forcePhysical Review A, 1990
- A continuous-time generalization of the persistent random walkPhysica A: Statistical Mechanics and its Applications, 1989
- Approximating distributions from momentsPhysical Review A, 1987
- Dichotomous-noise-driven oscillatorsPhysical Review A, 1987
- First-passage times for non-Markovian processes driven by dichotomic Markov noisePhysical Review A, 1986
- First-passage times for non-Markovian processes: Correlated impacts on bound processesPhysical Review A, 1986
- Noise Induced TransitionsPublished by Springer Nature ,1984
- Handbook of Stochastic MethodsPublished by Springer Nature ,1983