PROBABILITY AND JOINT PROBABILITY-DISTRIBUTIONS FOR SYSTEMS DRIVEN BYCORRELATED COLORED NOISES

Authors
ZHU YX LI XL
Citation
Yx. Zhu et Xl. Li, PROBABILITY AND JOINT PROBABILITY-DISTRIBUTIONS FOR SYSTEMS DRIVEN BYCORRELATED COLORED NOISES, Communications in Theoretical Physics, 30(2), 1998, pp. 205-212
Citations number
14
Categorie Soggetti
Physics
Journal title
Communications in Theoretical Physics → ACNP
ISSN journal
02536102
Volume
30
Issue
2
Year of publication
1998
Pages
205 - 212
Database
ISI
SICI code
0253-6102(1998)30:2<205:PAJPFS>2.0.ZU;2-U
Abstract
This paper deals with systems driven by correlated colored noises. The evolution equations for both the single and joint probability distrib ution functions are derived. It is shown that both the stationary and dynamical properties of the systems are affected by correlated colored noises. These results are obtained by means of the systematic use of the ordered cumulant-expansion technique.