The effect of increasing the intensity of multiplicative noise is studied from both theoretical and experimental point of view. The experiment, based on analog devices, is shown to lead to a qualitative agreement with the results of a continued-fraction calculation. The reasons for the discrepancy with a "numerical experiment" recently made by other authors are discussed.
Multiplicative stochastic processes: On the correlation time as a function of noise intensity
Palleschi;
1983
Abstract
The effect of increasing the intensity of multiplicative noise is studied from both theoretical and experimental point of view. The experiment, based on analog devices, is shown to lead to a qualitative agreement with the results of a continued-fraction calculation. The reasons for the discrepancy with a "numerical experiment" recently made by other authors are discussed.File in questo prodotto:
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