TY - JOUR
T1 - Non-Markovian rotating unstable processes driven by Gaussian colored noise
AU - Jiménez-Aquino, J. I.
AU - Romero-Bastida, M.
PY - 2004
Y1 - 2004
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85036424612&partnerID=8YFLogxK
U2 - 10.1103/PhysRevE.69.062101
DO - 10.1103/PhysRevE.69.062101
M3 - Artículo
SN - 1063-651X
VL - 69
SP - 4
JO - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
JF - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
IS - 6
ER -