Non-Gaussian equilibrium distributions arising from the Langevin equation

被引：13

作者：

Annunziato, M ^{[1
]}

机构：

[1] Univ Roma La Sapienza, Fac Med & Chirurg, DUI Sede Civitavecchia, I-00053 Civitavecchia, RM, Italy

来源：

PHYSICAL REVIEW E | 2002年 / 65卷 / 02期

关键词：

D O I：

10.1103/PhysRevE.65.021113

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 study the Langevin equation of a point particle driven by random noise, modeled as a two-state Markov process. The corresponding master equation differs from the Fokker-Planck equation. In equilibrium, the velocity of the particle is distributed according to a binomial power law. We discuss transient (i.e., nonequilibrium) behavior, and the consequences of non-Markovian noise statistics.

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页数：6

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