Non-Markovian rotating unstable processes driven by Gaussian colored noise

J. I. Jiménez-Aquino, M. Romero-Bastida

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper the statistical properties of the mean passage time distribution are used to characterize the decay process of non-Markovian rotating unstable processes driven by Gaussian colored noise and subjected to the influence of a constant external force. The time characterization will be linear and studied in two limiting cases: large and intermediate times. General systems of two variables are studied. In both schemes we show that, for small correlation time of the noise, the non-Markovian effects are taken into account by an effective noise intensity. To compare qualitatively the non-Markovian time scale with respect to the Markovian case, we apply those results to determine the detection bandwidth of a large external signal in a laser system.

Original languageEnglish
Pages (from-to)4
Number of pages1
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume69
Issue number6
DOIs
StatePublished - 2004
Externally publishedYes

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