Emergence of bimodality in noisy systems with single-well potential


We study the stationary probability density of a Brownian particle in a potential with a single-well subject to the purely additive thermal and dichotomous noise sources. We find situations where bimodality of stationary densities emerges due to presence of dichotomous noise. The solutions are constructed using stochastic dynamics (Langevin equation) or by discretization of the corresponding Fokker-Planck equations. We find that in models with both noises being additive the potential has to grow faster than |x| in order to obtain bimodality. For potentials ∝|x| stationary solutions are always of the double exponential form. Copyright EDP Sciences/Società Italiana di Fisica/Springer-Verlag 200705.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.), 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion, 02.50.-r Probability theory, stochastic processes, and statistics, 05.40.Ca Noise,

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Research Papers in Economics

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Last time updated on 7/6/2012

This paper was published in Research Papers in Economics.

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