Asymptotic stochastic characterization of phase and amplitude noise in free-running oscillators

Fabio L. Traversa, Fabrizio Bonani

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)


Starting from the definition of the stochastic differential equation for amplitude and phase fluctuations of an oscillator described by an ordinary differential equation, we study the associated Fokker-Planck equation by using tools from stochastic integral calculus, harmonic analysis and Floquet theory. We provide an asymptotic characterization of the relevant correlation functions, showing that within the assumption of a linear perturbative analysis for the amplitude fluctuations phase noise and orbital fluctuations at the same time are asymptotically statistically independent, and therefore the nonlinear perturbative analysis of phase noise recently derived still exactly holds even if orbital noise is taken into account. © 2011 World Scientific Publishing Company.
Original languageEnglish
Pages (from-to)207-221
JournalFluctuation and Noise Letters
Issue number2
Publication statusPublished - 1 Jun 2011


  • Fokker-Planck equation
  • orbital noise
  • Oscillator
  • stochastic integral calculus

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