The generalized Ornstein-Uhlenbeck process

被引：46

作者：

Caceres, MO

Budini, AA

机构：

[1] Ctr Atom Bariloche, RA-8400 San Carlos De Bariloche, Rio Negro, Argentina

[2] CNEA, Inst Balseiro, RA-8400 San Carlos De Bariloche, Rio Negro, Argentina

[3] Univ Nacl Cuyo, RA-8400 San Carlos De Bariloche, Rio Negro, Argentina

[4] Univ Nacl Comahue, Direcc Postal CAB, RA-8400 San Carlos De Bariloche, Rio Negro, Argentina

来源：

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 1997年 / 30卷 / 24期

关键词：

D O I：

10.1088/0305-4470/30/24/009

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

Langevin-like equations have been studied in the presence of arbitrary noise. The characteristic functional of the generalized Langevin process has been built up. Exact results for all cumulants are given. Particular stress has been put on the Campbell, dichotomous and radioactive decay noises. Transient relaxation, susceptibility and diffusion constants for different (noisy) media have been sketched in order to exemplify the theory. The generalized Ornstein-Uhlenbeck and Wiener processes have been completely characterized. The generalized Kubo oscillator has been worked out and all its 1-time moments have been calculated for different noise structures.

引用

页码：8427 / 8444

页数：18

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