Colored noise: A case study of the cumulant method

R. Der and W. Schumacher

Physica A: Statistical Mechanics and its Applications, 1990, vol. 165, issue 2, 207-223

Abstract: The time ordered operator cumulant expansion (R. Kubo, R.F. Fox) is one of the standard tools for treating classical or quantum systems influenced by colored noise. Because of its poor convergency properties, partial summations become imperative if the noise is not weak. A recently developed resummed version of the cumulant expansion is shown in the present paper to yield in a conventional way correct physical results in situations where the cumulant expansion extended to the fourth cumulant drastically fails. The theory amounts to a renormalization procedure of the bare physical parameters occurring in the second cumulant expression.

Date: 1990
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/037843719090192U
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:165:y:1990:i:2:p:207-223

DOI: 10.1016/0378-4371(90)90192-U

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 ().