Second-order processes driven by dichotomous noise
Open Access
- 1 January 1992
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 45 (2) , 706-713
Abstract
We study free second-order processes driven by dichotomous noise. We obtain an exact differential equation for the marginal density p(x,t) of the position. It is also found that both the velocity Ẋ(t) and the position X(t) are Gaussian random variables for large t.Keywords
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