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Stochastic Resonance in Two-State Markov Chains

2003/02/28 by Peter Imkeller, Ilya Pavlyukevich
Mathematics · #math.PR #math.DS #msc:60H10 #msc:60F10 #msc:60J10

paper · pdf

published as Arch. Math. 77 (2001) 107-115 · 13 pages, 2 figures

arxiv created 2003/02/28 · arxiv updated 2009/11/30

Abstract

In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the formula for the spectral power amplification coefficient, study its asymptotic properties and dependence on parameters.

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