Stochastic resonance in two-state Markov chains (Q5946024)

The phenomenon that weak noise is capable of amplifying a weak periodic signal is often referred to as stochastic resonance. The authors start by explaining this concept and surveying recent mathematical results by M. Freidlin on stochastic differential equations with a periodic potential. Then they study a toy model which retains all the essential features of stochastic resonance: a two-state Markov chain with a periodic transition matrix in discrete time. In particular they compute the spectral power amplification coefficient, investigate its dependence on the period and the noise level and obtain an asymptotic formula for the optimal tuning rule.