Non-Gaussian equilibrium distributions arising from the Langevin equation.
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.
Annunziato
Mario
M
DUI sede di Civitavecchia, Facoltà di Medicina e Chirurgia, Università degli Studi di Roma La Sapienza, Largo Donatori del Sangue, 00053 Civitavecchia (RM), Italy.