Second-order processes driven by dichotomous noise
We study free second-order processes driven by dichotomous noise. We obtain an exact differential equation for the marginal density p(x,t) of the position. It is also found that both the velocity ¿(t) and the position X(t) are Gaussian random variables for large t.
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 1992 |
| País: | España |
| Institución: | Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
| Repositorio: | Recercat. Dipósit de la Recerca de Catalunya |
| OAI Identifier: | oai:recercat.cat:2445/9532 |
| Acceso en línea: | https://hdl.handle.net/2445/9532 |
| Access Level: | acceso abierto |
| Palabra clave: | Fluctuacions (Física) Probabilitats Soroll Fluctuations (Physics) Probabilities Noise |
| Sumario: | We study free second-order processes driven by dichotomous noise. We obtain an exact differential equation for the marginal density p(x,t) of the position. It is also found that both the velocity ¿(t) and the position X(t) are Gaussian random variables for large t. |
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