Abstract

An intermittent two-state noise can be modelled through a renewal process characterized by two different time scales. A (four state) Markovian embedding of this non-Markovian process is presented. The equivalence between the renewal approach and the enlarged master equation is shown. Analytical results for n-time moments of the intermittent dichotomic noise are obtained. The Monte Carlo simulations supports our analytical results. The advantage of using the enlarged master equation for calculating higher order moments is established.

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