We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time.
View Article and Find Full Text PDFPhys Rev E Stat Nonlin Soft Matter Phys
May 2014
Two generalized Verhulst equations with non-Gaussian fluctuations of the reproduction rate and the volume of resources are under analytical investigation. For the first model, using the central limit theorem, we find the asymptotic behavior of the probability distribution of population density for an arbitrary non-Gaussian colored noise with nonzero power spectral density at zero frequency. Specifically, we confirm this result in the case of Markovian dichotomous noise and examine the evolution of mean population density.
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