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A study on the action of non-Gaussian noise on a Brownian particle

Author

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  • Morgado, Welles A.M.
  • Guerreiro, Thiago

Abstract

We analytically address the non-equilibrium problem of a Brownian particle in contact with a thermal reservoir by means of a non-Gaussian Langevin noise term η(t). The presence of noise kurtosis is akin to a second temperature reservoir acting on the system, and we exploit its consequences by means of studying a converging exact form for the stationary probability distribution.

Suggested Citation

  • Morgado, Welles A.M. & Guerreiro, Thiago, 2012. "A study on the action of non-Gaussian noise on a Brownian particle," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(15), pages 3816-3827.
    • Handle: RePEc:eee:phsmap:v:391:y:2012:i:15:p:3816-3827
    DOI: 10.1016/j.physa.2012.03.012
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    Cited by:

    1. Nersesyan, Vahagn & Raquépas, Renaud, 2021. "Exponential mixing under controllability conditions for sdes driven by a degenerate Poisson noise," Stochastic Processes and their Applications, Elsevier, vol. 138(C), pages 26-55.
    2. Morgado, W.A.M., 2015. "Exact cumulant Kramers–Moyal-like expansion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 493-508.

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