Back to Search Start Over

Drift and Diffusion in Periodically Driven Renewal Processes.

Authors :
Prager, T.
Schimansky-Geier, L.
Source :
Journal of Statistical Physics. Apr2006, Vol. 123 Issue 2, p391-413. 23p. 1 Diagram, 5 Graphs.
Publication Year :
2006

Abstract

We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show that the growth of the cumulants of the number of events is asymptotically periodic and develop a theory which relates these periodic growth coefficients to the waiting time distribution defining the periodic renewal process. The first two coefficients, which are the mean frequency and effective diffusion coefficient of the number of events are considered in greater detail. They may be used to quantify stochastic synchronization. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00224715
Volume :
123
Issue :
2
Database :
Academic Search Index
Journal :
Journal of Statistical Physics
Publication Type :
Academic Journal
Accession number :
20620368
Full Text :
https://doi.org/10.1007/s10955-006-9029-7