COLORED-NOISE PROBLEM - A MARKOVIAN INTERPOLATION PROCEDURE

被引：41

作者：

CASTRO, F ^{[1
]}

WIO, HS ^{[1
]}

ABRAMSON, G ^{[1
]}

机构：

[1] UNIV NACL CUYO, INST BALSEIRO, RA-8400 BARILOCHE, ARGENTINA

来源：

PHYSICAL REVIEW E | 1995年 / 52卷 / 01期

关键词：

D O I：

10.1103/PhysRevE.52.159

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

We analyze the colored-noise problem from the point of view of consistent Markovian approximations. We extend the ''unified colored-noise approximation'' of P. Hanggi et al. through its interpretation as an interpolation procedure between the zero correlation time limit (white noise) and the infinite correlation time limit. We consider other interpolating functions, obtaining stationary probability distributions and the mean first passage time (associated with the lowest nonzero eigenvalue) and compare with exact numerical results. The potential of this scheme to represent adequately the results of the colored-noise problem through a convenient choice of the interpolating function is also discussed.

引用

页码：159 / 164

页数：6

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