Stochastic three-state model with delay

被引：2

作者：

Sazuka, N ^{[1
]}

Ohira, T ^{[1
]}

机构：

[1] Interdisciplinary Grad Sch Engn Sci, Dept Computat Intelligence & Syst Sci, Tokyo Inst Technol, Midori Ku, Yokohama, Kanagawa 2268502, Japan

来源：

COMPUTER PHYSICS COMMUNICATIONS | 2002年 / 147卷 / 1-2期

关键词：

noise; delay; stochastic resonance; rhythmic behaviors; yen-dollar currency exchange dynamics;

D O I：

10.1016/S0010-4655(02)00357-0

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We investigate here a stochastic three-state element whose transition probability depends on its state at a fixed interval in the past. A rich dynamical behavior which does not appear in a binary model is observed in this model. A resonant phenomenon due to the delay appears as well. Furthermore, an analytical expression of this resonant characteristic can be derived in general for an N-state model. We also discuss its application to the dynamical time series of yen-dollar currency exchange. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：641 / 645

页数：5

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