A study on the action of non-Gaussian noise on a Brownian particle

Welles A.M. Morgado and Thiago Guerreiro

Physica A: Statistical Mechanics and its Applications, 2012, vol. 391, issue 15, 3816-3827

Abstract: We analytically address the non-equilibrium problem of a Brownian particle in contact with a thermal reservoir by means of a non-Gaussian Langevin noise term η(t). The presence of noise kurtosis is akin to a second temperature reservoir acting on the system, and we exploit its consequences by means of studying a converging exact form for the stationary probability distribution.

Keywords: Non Gaussian noise; Exact results; Time Averaging (search for similar items in EconPapers)
Date: 2012
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437112002312
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:391:y:2012:i:15:p:3816-3827

DOI: 10.1016/j.physa.2012.03.012

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().