Effects of self-correlation time and cross-correlation time of additive and multiplicative colored noises for dynamical properties of a bistable system

DOI10.1007/S10955-006-9145-4zbMath1108.82030OpenAlexW2043285447MaRDI QIDQ858031

Ping Zhu

Publication date: 5 January 2007

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-006-9145-4

zbMATH Keywords

relaxation timeprobability distributioncorrelation functionbistable systemcross-correlated colored noises

Mathematics Subject Classification ID

Dynamic continuum models (systems of particles, etc.) in time-dependent statistical mechanics (82C21) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic analysis (60H99)

Related Items (3)

Stationary properties and stochastic resonance for a saturation laser model with cross-correlation between quantum noise terms ⋮ STATISTICAL PROPERTIES OF INTENSITY FLUCTUATION OF SATURATION LASER MODEL DRIVEN BY CROSS-CORRELATED ADDITIVE AND MULTIPLICATIVE NOISES ⋮ Correlation functions of an autonomous stochastic system with time delays

Cites Work

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• A two-dimensional Fokker-Planck equation degenerating on a straight line.
• Intensity Correlation Function and Relaxation Time of a Single-Mode Laser Driven by Cross-Correlated Noises for the Case of Nonzero Correlation Time
• Stationary properties in a single-mode laser with cross-correlation between quantum noise terms
• Noise-induced transport in a periodic system driven by Gaussian white noises with intensive cross-correlation

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