Effects of the Form of Correlation Between Noises on Dynamic Properties of Linear System
Zhou XiaoJi, Cao Li, Wu Da-Jin · Communications in Theoretical Physics · 1999
We have derived exact expressions for the correlation function, power spectrum and correlation time of a one-dimensional non-Markovian linear system driven by correlated noises with correlation forms of delta function and different-time-region exponential function, respectively. We find that these dynamic properties of system for delta form are much different from those for different-time-region exponential form. Especially, the power spectrum for the former only has one peak but for the latter can have one, two or three peaks.