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Systems under the influence of white and colored poisson noise

✍ 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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✦ 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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Role of external white and nonwhite pois
✍ N.S. Dabke; B.D. Kulkarni; L.K. Doraiswamy πŸ“‚ Article πŸ“… 1986 πŸ› Elsevier Science 🌐 English βš– 701 KB

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