Continuous stochastic processes with nonlocal memory

Random telegraph processes with nonlocal memory

We study two-state (dichotomous, telegraph) random ergodic continuous-time processes with dynamics depending on their past. We take into account the history of the process in an explicit form by introducing integral nonlocal memory term into conditional probability function. We start from an expression for the conditional transition probability function describing additive multistep binary random chain and show that the telegraph processes can be considered as continuous-time interpolations of discrete-time dichotomous random sequences. An equation involving the memory function and the two-point correlation function of the telegraph process is analytically obtained. This integral equation defines the correlation properties of the processes with given memory functions. It also serves as a tool for solving the inverse problem, namely for generation of a telegraph process with a prescribed pair correlation function. We obtain analytically the correlation functions of the telegraph processes with two exactly solvable examples of memory functions and support these results by numerical simulations of the corresponding telegraph processes.

Memory-dependent noise-induced resonance and diffusion in non-Markovian systems

We study random processes with nonlocal memory and obtain solutions of the Mori-Zwanzig equation describing non-Markovian systems. We analyze the system dynamics depending on the amplitudes ν and μ_{0} of the local and nonlocal memory and pay attention to the line in the (ν, μ_{0}) plane separating the regions with asymptotically stationary and nonstationary behavior. We obtain general equations for such boundaries and consider them for three examples of nonlocal memory functions. We show that there exist two types of boundaries with fundamentally different system dynamics. On the boundaries of the first type, diffusion with memory takes place, whereas on borderlines of the second type the phenomenon of noise-induced resonance can be observed. A distinctive feature of noise-induced resonance in the systems under consideration is that it occurs in the absence of an external regular periodic force. It takes place due to the presence of frequencies in the noise spectrum, which are close to the self-frequency of the system. We analyze also the variance of the process and compare its behavior for regions of asymptotic stationarity and nonstationarity, as well as for diffusive and noise-induced-resonance borderlines between them.