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It is known that time delays generally make a system unstable. However, it is numerically observed that the diffusion coefficients of the Wiener processes with time-delayed feedback decrease while increasing the time delay τ. In particular, the decay of the diffusion coefficients with the form (11+τ)2 has been confirmed by numerical simulations Ando et al., Phys. Rev. E 96, 012148 (2017). In this paper, we present two analytical derivations for the relation (11+τ)2 by dynamical system approaches using the Laplace transform and stochastic differential equations.
Kobayashi et al. (Sun,) studied this question.