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

Author

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  • Aquino, J.I.Jimenez
  • Sancho, J.M.
  • Casademunt, J.

Abstract

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.

Suggested Citation

  • Aquino, J.I.Jimenez & Sancho, J.M. & Casademunt, J., 1993. "Non-linear relaxation time for stochastic processes driven by non-Gaussian noises. Decay of unstable states," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 195(1), pages 163-173.
    • Handle: RePEc:eee:phsmap:v:195:y:1993:i:1:p:163-173
    DOI: 10.1016/0378-4371(93)90260-B
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    References listed on IDEAS

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    1. Kehoe, Timothy J. & Noyola, Pedro Javier & Manresa, Antonio & Polo, Clemente & Sancho, Ferran, 1988. "A general equilibrium analysis of the 1986 tax reform in Spain," European Economic Review, Elsevier, vol. 32(2-3), pages 334-342, March.
    2. Musgrove, A.R.deL. & Ehmke, H.-J. & Stocks, K.J., 1989. "Optimum design and operation of ice-storage air-conditioning systems under Australian TOU tariffs," Energy, Elsevier, vol. 14(9), pages 525-535.
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    Cited by:

    1. Jiménez-Aquino, J.I., 1996. "The characteristic times of the transient stochastic dynamics with time-dependent control parameters distributed initial conditions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 229(3), pages 444-460.

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