Stable infinite variance fluctuations in randomly amplified Langevin systems

被引：219

作者：

Takayasu, H

Sato, AH

Takayasu, M

机构：

[1] TOHOKU UNIV,GRAD SCH INFORMAT SCI,SENDAI,MIYAGI 98077,JAPAN

[2] KEIO UNIV,FAC SCI & TECHNOL,RES FUTURE PROJECT,SAIWAI KU,KAWASAKI,KANAGAWA 221,JAPAN

来源：

PHYSICAL REVIEW LETTERS | 1997年 / 79卷 / 06期

关键词：

D O I：

10.1103/PhysRevLett.79.966

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

A general discrete stochastic process involving random amplification with additive external noise is analyzed theoretically and numerically. Necessary and sufficient conditions to realize steady power law fluctuations with divergent variance are clarified. The power law exponent is determined by a statistical property of amplification independent of the external noise. By introducing a nonlinear effect a stretched exponential decay appears in the power law.

引用

页码：966 / 969

页数：4

共 21 条

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