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Dispersion of the prehistory distribution : analog experiments and numerical results.

Research output: Contribution to journalJournal article

Published

Journal publication date1998
JournalPhysical Review Letters
Journal number11
Volume80
Number of pages4
Pages2273-2276
Original languageEnglish

Abstract

The dispersion parameter of the prehistory distribution for a potential system driven by white noise is analyzed theoretically and by means of analog and digital experiments. Nonmonotonic evolution of the dispersion with time is shown to arise provided that the potential fulfills a certain condition. It does not necessitate the existence of an unstable point, but can occur in single-minimum potentials, both symmetric and asymmetric.