SPATIOTEMPORAL CORRELATION OF COLORED NOISE

被引：10

作者：

LAM, PM ^{[1
]}

BAGAYOKO, D ^{[1
]}

机构：

[1] A&M COLL,BATON ROUGE,LA 70813

来源：

PHYSICAL REVIEW E | 1993年 / 48卷 / 05期

关键词：

D O I：

10.1103/PhysRevE.48.3267

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 calculated the noise correlation in a Gaussian stochastic process that is non-delta-function-correlated in both space and time. The colored noise obeys a linear reaction-diffusion Langevin equation with Gaussian white noise. Our result is a generalization of the Ornstein-Uhlenbeck process to take into account finite correlation in space as well as in time for colored noise.

引用

页码：3267 / 3270

页数：4

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