Abstract
It has been well established by Roy, Fox, Yu and Zhu that in the growth of dye-laser radiation the multiplicative colored noise leads to an increase of the variance and skewness of first-passage time distribution (FPTD) as the laser intensity approaches steady state. In this paper, we develop an analytic method for the approximate treatment of the colored noise effects in the FPTD problem based on the Hanggi ansatz. The mean, variance, and skewness of the FPTD with multiplicative colored noise are obtained by means of the projection operator technique used by the authors to develop a theory of nonlinear external noises. The theoretical results are compared with those obtained from numerical simulations.
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Cao, L., Wu, Dj. & Luo, Xl. Effects of multiplicative colored noise in the growth of dye-laser radiation: The projection operator method. Z. Physik B - Condensed Matter 93, 251–258 (1994). https://doi.org/10.1007/BF01316969
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DOI: https://doi.org/10.1007/BF01316969