The correlated dichotomous noise as an exact M-Gaussian stochastic process

DOI10.1016/J.CHAOS.2022.112124zbMATH Open1505.60044OpenAlexW4226197665WikidataQ114199102 ScholiaQ114199102MaRDI QIDQ2113115FDOQ2113115

Authors: Marco Bianucci 

Publication date: 12 January 2023

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112124

zbMATH Keywords

dichotomous noisestochastic operatorsFokker Planck equationLiouville operatorsprojection approach\(M\)-central limit theorem\(M\)-cumulants

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fokker-Planck equations (35Q84)

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Cited In (2)

• Enhancing the description of multi-time-scale geophysical phenomena: incorporating finite time scale separation and feedback, illustrated with the case of a 1D variable of interest
• About the optimal FPE for non-linear 1D-SDE with Gaussian noise: the pitfall of the perturbative approach

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