Stochastic processes driven by dichotomous Markov noise: Some exact dynamical results
نویسنده
چکیده
Stochastic processes defined by a general Langevin equation of motion where the noise is the nonGaussian dichotomous Markov noise are studied. A non-Fokker-Planck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one.
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