The present paper analyses some common forms of the rate function to assess the inIIuence of whiteand nonwhite Poisson noise on the hehaviour of reacting systems. The results afford acomparison with the corresponding results for the case of Gaussian noise and show the variations between the two type
Systems under the influence of white and colored poisson noise
β Scribed by F.X. Barcons; L. Garrido
- Publisher
- Elsevier Science
- Year
- 1983
- Tongue
- English
- Weight
- 743 KB
- Volume
- 117
- Category
- Article
- ISSN
- 0378-4371
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β¦ Synopsis
We deal in this paper with systems driven by white or colored Poisson noise. For a free Brownian particle under the influence of white Poisson noise an exact generalized master equation in position space is obtained. In the Gaussian and Smoluchowski limits, known results are recovered. For a general process defined by a stochastic differential equation, with colored Poisson noise, we find an approximate generalized master equation, including first order terms in the correlation time and the first correction to the gaussianity. Under a more restrictive approximation, the stationary distribution function is given. This is used to study the phase transition in the steady state for a Verhulst model. Corrections to the gaussianity are discussed in this case.
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