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Optimum paths for systems subject to internal noise

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  • Einchcomb, S.J.B.
  • McKane, A.J.

Abstract

We formulate the stochastic dynamics of a particle subject to internal non-white (coloured) noise in terms of path-integrals. In the simplest case, where the noise is exponentially correlated, the weak-noise limit is characterised by optimum paths which are given by third-order differential equations. In contrast to system subjects to white noise or external coloured noise, the overdamped limit for these systems is singular. We analyse the origin of this behaviour. The whole formalism is generalised to more general noise processes and the essential features are shown to be similar to the exponentially correlated case.

Suggested Citation

  • Einchcomb, S.J.B. & McKane, A.J., 1995. "Optimum paths for systems subject to internal noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 216(1), pages 128-139.
    • Handle: RePEc:eee:phsmap:v:216:y:1995:i:1:p:128-139
    DOI: 10.1016/0378-4371(95)00062-C
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    1. Barthel Günter, 1990. "Islam und Wirtschaft - Versuch einer Bewertung," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, vol. 31(1), pages 31-40, January.
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