NON-MARKOVIAN DICHOTOMIC NOISES

Two kinds of stochastic processes are discussed: explicitly non-markov ian dichotomic noise with exponential damping of the memory, and impli citly non-markovian composite noise being a (linear and/or nonlinear) combination of several independent markovian dichotomic noises. The de scription of stochastic flows driven by such noises is given. To illus trate how the non-markovianity changes the behavior of the driven proc ess, the evolution in time of the probability density P(x,t) describin g the flow X(t) = xi(t) (the random telegraph process) driven by the n on-markovian process xi(t) is calculated and compared with that driven by markovian xi(t) Among others, in the non-markovian case oscillatio ns in P(x,t) are found, and the possibility of additional noise-induce d transitions is indicated.