External non-white noise: Theory and experiment

We consider a system under the influence of an external gaussian noise with a flat spectrum and finite cut-off frequency. The stationery properties of the system are studied as a function of the correlation time of the noise. Theoretical predictions based on an expansion in powers of the correlation time are corroborated by experimental measurements on an electric circuit with a digital noise generator. The two main qualitative properties experimentally observed which can not be explained in a white noise limit theory are: (i) appearance of relative extrema of the stationery distribution for high noise intensity when the correlation time is not too small; (ii) dependence on the noise characteristics of the position of the maximum of the stationary distribution for low noise intensity.