Statistical Fluctuation of Linear-System Driven by Colored Noise |
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| Authors: | BA Jing-dong ZHUO Yi-zhong ZHANG Jing-shang |
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| Affiliation: | 1. Beijing Institute of Meteorology, Beijing 100081, China;2. Institute of Atomic Energy, P.O. Box 275, Beijing 102413, China |
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| Abstract: | ![]()
The Brownian motion driven by colored noise in the harmonic oscillator potential is studied, and the "best Fokker-Planck equationn" is proposed. The analytical formulse of the second moments of coordinate and velocity are obtained. The fluctuation behavior of a system under influence of the correlation time of colored noise is discussed. |
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