An exactly solvable nonlinear model: Constructive effects of correlations between Gaussian noises

P.F. Góra

Physica A: Statistical Mechanics and its Applications, 2007, vol. 378, issue 2, 201-210

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.

Keywords: Correlated Gaussian noises; Stochastic resonance (search for similar items in EconPapers)
Date: 2007
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437106011174
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:378:y:2007:i:2:p:201-210

DOI: 10.1016/j.physa.2006.10.056

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 ().