J. Masoliver et Jm. Porra, HARMONIC-OSCILLATORS DRIVEN BY COLORED NOISE - CROSSOVERS, RESONANCES, AND SPECTRA, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 48(6), 1993, pp. 4309-4319
We study second-order properties of linear oscillators driven by expon
entially correlated noise. We focus our attention on dynamical exponen
ts and crossovers and also on resonance phenomena that appear when the
driving noise is dichotomous. We also obtain the power spectrum and s
how its different behaviors according to the color of the noise.