2001
DOI: 10.1103/physreve.64.031102
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Stochastic processes with finite correlation time: Modeling and application to the generalized Langevin equation

Abstract: The kangaroo process (KP) is characterized by various forms of the covariance and can serve as a useful model of random noises. We discuss properties of that process for the exponential, stretched exponential and algebraic (power-law) covariances.

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Cited by 12 publications
(4 citation statements)
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“…56, which is exact, in contrast to other methods. 57,62,63 Briefly, the Wiener-Khintchin theorem is exploited, which connects the spectral density…”
Section: Random Forcementioning
confidence: 99%
“…56, which is exact, in contrast to other methods. 57,62,63 Briefly, the Wiener-Khintchin theorem is exploited, which connects the spectral density…”
Section: Random Forcementioning
confidence: 99%
“…Therefore, the complete characterization of the process u(t) is given by 17) where the function Ψ(t, τ ) is defined as…”
Section: Shot Noisementioning
confidence: 99%
“…This approximation leads to the study of linear stochastic differential equations with arbitrary noises. Besides the simplicity of this kind of equations they were the subject of numerous theoretical investigation [9][10][11][12][13][14][15][16][17][18][19][20][21][22][23][24][25] , and also they provide non-trivial models for the study of many different mechanism of relaxation in physics, biology and another research areas.…”
Section: Introductionmentioning
confidence: 99%
“…The study of non-Markovian Langevin equations have received a lot of attention [32][33][34][35][36][37][38][39][40]. From a rigorous point of view, these equations can only be completely characterized after knowing the full Kolmogorov hierarchy [1,2], i.e., any n-joint probability, or equivalently any n-time correlation.…”
Section: Introductionmentioning
confidence: 99%