A Moment-Based Approach to Bounded Non-Gaussian Colored Noise

A moment method (MM) is applied to the Langevin model for a Brownian particle subjected to bounded non-Gaussian colored noise (NGCN). Eliminating components relevant to NGCN, we have derived the effective Langevin equation, from which the stationary distribution function is obtained.A comparison is made among results of the MM, universal colored noise approximation, functional integral methods, and direct simulations (DSs). Numerical calculations show that results of the MM are in fairly good agreement with those derived by DSs.