An exactly solvable nonlinear model: Constructive effects of correlations between Gaussian noises
Statistical Mechanics
2015-06-25 v1
Abstract
A system with two correlated Gaussian white noises is analysed. This system can describe both stochastic localization and long tails in the stationary distribution. Correlations between the noises can lead to a nonmonotonic behaviour of the variance as function of the intensity of one of the noises and to a stochastic resonance. A method for improving the transmission of external periodic signal by tuning parameters of the system discussed in this paper is proposed.
Cite
@article{arxiv.cond-mat/0602449,
title = {An exactly solvable nonlinear model: Constructive effects of correlations between Gaussian noises},
author = {P. F. Gora},
journal= {arXiv preprint arXiv:cond-mat/0602449},
year = {2015}
}