Non-Markovian stochastic processes: colored noise.

@article{uczka2005NonMarkovianSP,
  title={Non-Markovian stochastic processes: colored noise.},
  author={Jerzy Łuczka},
  journal={Chaos},
  year={2005},
  volume={15 2},
  pages={26107}
}
We survey classical non-Markovian processes driven by thermal equilibrium or nonequilibrium (nonthermal) colored noise. Examples of colored noise are presented. For processes driven by thermal equilibrium noise, the fluctuation-dissipation relation holds. In consequence, the system has to be described by a generalized (integro-differential) Langevin equation with a restriction on the damping integral kernel: Its form depends on the correlation function of noise. For processes driven by… CONTINUE READING

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