LINEAR-OSCILLATORS DRIVEN BY GAUSSIAN COLORED NOISE - CROSSOVERS AND PROBABILITY-DISTRIBUTIONS

Authors
WANG KG MASOLIVER J
Citation
Kg. Wang et J. Masoliver, LINEAR-OSCILLATORS DRIVEN BY GAUSSIAN COLORED NOISE - CROSSOVERS AND PROBABILITY-DISTRIBUTIONS, Physica. A, 231(4), 1996, pp. 615-630
Citations number
17
Categorie Soggetti
Physics
Journal title
Physica. A → ACNP
ISSN journal
03784371
Volume
231
Issue
4
Year of publication
1996
Pages
615 - 630
Database
ISI
SICI code
0378-4371(1996)231:4<615:LDBGCN>2.0.ZU;2-X
Abstract
We study the statistical properties of linear oscillators driven by bo th internal and external Gaussian colored noise. We obtain the varianc es of displacement and velocity and analyze their asymptotic behavior and crossovers. We also derive exact equations for the joint and margi nal probability density functions of the system and find their solutio ns. In order to test our general analysis, we study the case of Ornste in-Uhlenbeck driving noise.