Abstract：In the paper,we have presented a new method to simplify correlated O U noises into the linear combination of the non correlated O U noises.The stationary probability distribution (SPD) for the systems driven by correlated additive and multiplicative noises is studied.The numerical calculation shows that the peak and the shape of SPD are affected by the correlated parameters.SPD is locked at a fixed value when additive and multiplicative noises are properly negatively correlated.
收稿日期: 1999-03-25
引用本文:
陈俊 宋身全. 关联色噪声对线性系统定态几率分布的影响[J]. , 1999, 38(3): 0-0.
陈俊 宋身全. Effects of correlated color noises on the stationary probability distribution. , 1999, 38(3): 0-0.
