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

DOI10.1007/BF01012909MaRDI QIDQ1072271zbMATH OpenOpenAlexFDO

Authors José M. Sancho, Miguel San Miguel

Publication date 1984

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01012909

zbMATH Keywords

finite size effectsinternal fluctuationsmaster equationstatistical mechanicsstochastically driven systems

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Classical equilibrium statistical mechanics (general) (82B05)

Review text

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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