Master Equation for a Localized Particle Driven by Poisson White Noise

Abstract

Fluctuations in nanosystems play an important role in forming their electric, magnetic, thermal and other properties. Usually, due to the central limit theorem of probability theory, these fluctuations obey Gaussian statistics. However, in some cases, e.g., when the system is subjected to Poisson white noise, that is a random sequence of 𝛿-pulses, the system fluctuations are not Gaussian. Here, we derive the corresponding equation for the probability density function 𝑃(𝑥, 𝑡) of the system parameter 𝑥(𝑡) interpreted as a particle coordinate within an impenetrable box.