Be. Vugmeister et al., NONSTATIONARY OPTIMAL PATHS AND TAILS OF PREHISTORY PROBABILITY DENSITY IN MULTISTABLE STOCHASTIC-SYSTEMS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 55(5), 1997, pp. 5338-5342
The rails of prehistory probability density in nonlinear multistable s
tochastic systems driven by white Gaussian noise, which has been a sub
ject of recent study, are analyzed by employing the concepts of nonsta
tionary optimal fluctuations. Results of numerical simulations show th
at the prehistory probability density is non-Gaussian and highly asymm
etrical, and that it is an essential feature of noise driven fluctuati
ons in nonlinear systems. We also show that in systems with detailed b
alance the prehistory probability density is the conventional transiti
on probability that obeys the backward Kolmogorov equation.