M. Arrayas et al., DISPERSION OF THE PREHISTORY DISTRIBUTION - ANALOG EXPERIMENTS AND NUMERICAL RESULTS, Physical review letters, 80(11), 1998, pp. 2273-2276
The dispersion parameter of the prehistory distribution for a potentia
l system driven by white noise is analyzed theoretically and by means
of analog and digital experiments. Nonmonotonic evolution of the dispe
rsion with time is shown to arise provided that the potential fulfills
a certain condition. It does not necessitate the existence of an unst
able point, but can occur in single-minimum potentials, both symmetric
and asymmetric.