Abstract
The effect of two correlated white noises on the phase of a locked oscillator is considered. It is shown that their influence is very dependent on their correlation coefficient. First passage times and the stationary probability density have been computed with the aid of which the phase diffusion, the mean frequency, the mean phase and the variance have been calculated. The existence of such correlation coefficient domains is shown where there is either a sharp decrease or a sharp increase in the phase diffusion.
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Fedchenia, I.I., Usova, N.A. Noise competition in a nonlinear system. Z. Physik B - Condensed Matter 52, 69–73 (1983). https://doi.org/10.1007/BF01305900
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DOI: https://doi.org/10.1007/BF01305900