распределение Эрланга

Investigating Stationary Conditions for Moments of Stochastic Process, Driven by Multiplicative Dichotomous Noise and Featuring Erlang First-order Distribution Function, Conditions Related by Golden Ratio

Conditions for the existence of stationary moments of a stochastic process, satisfying a linear differential stochastic first-order equation, comprising a coefficient, subjected to non-Markov dichotomous noise fluctuations with an arbitrary correlation time, are investigated. It is shown that the existence of stationary moments is related to the golden ratio tying the parameters of the dynamic system and dichotomous noise.