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Theory of external two-state Markov noise in the presence of internal fluctuations

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Abstract

A theory is presented to take into account internal fluctuations in the study of stochastically driven systems. Internal fluctuations are modeled by a master equation in which external noise is introduced. External noise is modeled by a two-state Markov process. A unified theory of internal and external fluctuations is described in terms of an effective integrodifferential master equation or its equivalent generating function representation. Two examples for which exact analytical results can be obtained are presented. A discussion of the white noise limit of the theory is also given.

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Authors and Affiliations

  1. Departamento de Fisica Teorica, Universidad de Barcelona, Diagonal 647, Barcelona-28, Spain

    J. M. Sancho & M. San Miguel

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  1. J. M. Sancho
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  2. M. San Miguel
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Sancho, J.M., San Miguel, M. Theory of external two-state Markov noise in the presence of internal fluctuations. J Stat Phys 37, 151–172 (1984). https://doi.org/10.1007/BF01012909

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