Correlation functions and correlation times for models with multiplicative white noise
β Scribed by P. Jung; H. Risken
- Book ID
- 112517357
- Publisher
- Springer
- Year
- 1985
- Tongue
- English
- Weight
- 849 KB
- Volume
- 59
- Category
- Article
- ISSN
- 1434-6036
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π SIMILAR VOLUMES
We examine the mechanisms of cross-correlation of white multiplicative noise and white additive noise in a single-mode laser and establish a white-gain-noise model containing such a cross-correlation. We show that the cross-correlation between the white multiplicative noise and the white additive no
This is an extension of an earlier paper by the second author. In the previous work, an algorithm was derived for the moments of an homogeneous equation with noise similar to the white noise, but has small, finite correlafion time. In the present work this algorithm is extended for an inhomogeneous