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

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.

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Year of publication:	2012
Authors:	Morgado, Welles A.M. ; Guerreiro, Thiago
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 15, p. 3816-3827
Publisher:	Elsevier
Subject:	Non Gaussian noise \| Exact results \| Time Averaging

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011058005