Physical Review E · 2007 · 26 citations · 15 references
Natural SciencesMathematicsProbability TheoryStatisticsStochastic ProcessesMarkov ProcessesProbability DistributionsStatistical InferenceStochastic Differential EquationsBimodal DistributionColored NoiseExact Distribution TheoryMultiplicative Noise
We report an exact result for the calculation of the probability distribution of the Bernoulli-Malthus-Verhulst model driven by a multiplicative colored noise. We study the conditions under which the probability distribution of the Malthus-Verhulst model can exhibit a transition from a unimodal to a bimodal distribution depending on the value of a critical parameter. Also we show that the mean value of x(t) in the latter model always approaches asymptotically the value 1.
15
<i>Stochastic Processes in Physics and Chemistry</i>
N. G. van Kampen, William P. Reinhardt · Physics Today · 1983 · 1.1K citations
Natural Sciences, Chemistry, Physics +12