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DAVIDE VALENTI

Stability in a System subject to Noise with Regulated Periodicity

  • Authors: Chichigina, OA; Dubkov, AA; Valenti, D; Spagnolo, B
  • Publication year: 2011
  • Type: Articolo in rivista (Articolo in rivista)
  • Key words: Fluctuation phenomena, random processes, noise, and Brownian motion; Probability theory, stochastic processes, and statistics; Stochastic analysis methods
  • OA Link: http://hdl.handle.net/10447/57844

Abstract

The stability of a simple dynamical system subject to multiplicative one-side pulse noise with hidden periodicity is investigated both analytically and numerically. The stability analysis is based on the exact result for the characteristic functional of the renewal pulse process. The influence of the memory effects on the stability condition is analyzed for two cases: (i) the dead-time-distorted Poissonian process, and (ii) the renewal process with Pareto distribution. We show that, for fixed noise intensity, the system can be stable when the noise is characterized by high periodicity and unstable at low periodicity.