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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

Author

Dong-Ho Lee

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Preprint Aug 2026

Ornstein-Uhlenbeck Process Driven by Multiple Dichotomous Noises

We study a generalized Ornstein-Uhlenbeck process driven by a superposition of $K$ independent dichotomous noises with arbitrary fixed amplitudes and switching rates. Unlike the classical Ornstein-Uhlenbeck process driven by equilibrium Gaussian white noise, the present system is governed by bounded nonequilibrium fluc...

S. Kalaj, Dong-Ho Lee, E. Marinari et al. · 0 citations

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