Noise Calculations in Continuous-Parameter Systems

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Abstract
Noise in a Markoffian, stationary, quasilinear system may be computed by an elegant and very general procedure developed by Lax. When this procedure is applied to problems described by continuous Markoff variables, and when analytic solutions are not possible, the amount of numerical calculation required for solution may become excessively large. The present paper recasts Lax's procedure into a form which is suitable for computer evaluation, provided that the system meets two additional requirements: (1) the fluctuations in only a small number of linear combinations of the variables are of interest; (2) the diffusion matrix, or noise source term, is diagonal. The calculation of avalanche noise in an avalanche transit-time diode is presented as an illustration.

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