Non-linear relaxation time for stochastic processes driven by non-Gaussian noises. Decay of unstable states

The non-linear relaxation time (NLRT) technique is developed for Langevin equations with non-Gaussian noises. Exact results are obtained for the cases of dichotomous Markov noise and Poisson white shot noise. As an explicit application we study the decay of unstable states under non-Gaussian fluctuations.

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Year of publication:	1993
Authors:	Aquino, J.I. Jimenez ; Sancho, J.M. ; Casademunt, J.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 195.1993, 1, p. 163-173
Publisher:	Elsevier

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010586338