Dispersion of the prehistory distribution : analog experiments and numerical results.

Arrayas, M. and Casado, J. M. and Gomez-Ordonez, J. and McClintock, Peter V. E. (1998) Dispersion of the prehistory distribution : analog experiments and numerical results. Physical review letters, 80 (11). pp. 2273-2276. ISSN 1079-7114

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Abstract

The dispersion parameter of the prehistory distribution for a potential system driven by white noise is analyzed theoretically and by means of analog and digital experiments. Nonmonotonic evolution of the dispersion with time is shown to arise provided that the potential fulfills a certain condition. It does not necessitate the existence of an unstable point, but can occur in single-minimum potentials, both symmetric and asymmetric.