English

Stochastic Resonance in Two-State Markov Chains

Probability 2007-05-23 v1 Dynamical Systems

Abstract

In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the formula for the spectral power amplification coefficient, study its asymptotic properties and dependence on parameters.

Keywords

Cite

@article{arxiv.math/0302359,
  title  = {Stochastic Resonance in Two-State Markov Chains},
  author = {Peter Imkeller and Ilya Pavlyukevich},
  journal= {arXiv preprint arXiv:math/0302359},
  year   = {2007}
}

Comments

13 pages, 2 figures