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Colored noise in activated rate processes

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Abstract

We consider bistable systems driven by stationary wideband Gaussian colored noise. We construct uniform asymptotic expansions of the stationary probability density function and of the activation rate, for small intensity ε and short correlation time τ of the noise. We find that for different values of the total power output ε/τ of the noise, different terms in the asymptotic expansions become dominant. For τ≪ε we recover previously derived results, while for τ=O(ε) and ε≪τ new results are obtained.

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Klosek-Dygas, M.M., Matkowsky, B.J. & Schuss, Z. Colored noise in activated rate processes. J Stat Phys 54, 1309–1320 (1989). https://doi.org/10.1007/BF01044717

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