We study the Langevin equation of a point particle driven by random noise, modeled as a two-state Markov process. The corresponding master equation differs from the Fokker-Planck equation. In equilibrium, the velocity of the particle is distributed according to a binomial power law. We discuss transient (i.e., nonequilibrium) behavior, and the consequences of non-Markovian noise statistics.
Non-gaussian equilibrium distribution arising from the Langevin equation
ANNUNZIATO, Mario
2002-01-01
Abstract
We study the Langevin equation of a point particle driven by random noise, modeled as a two-state Markov process. The corresponding master equation differs from the Fokker-Planck equation. In equilibrium, the velocity of the particle is distributed according to a binomial power law. We discuss transient (i.e., nonequilibrium) behavior, and the consequences of non-Markovian noise statistics.File in questo prodotto:
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