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Invariant power law distribution of Langevin systems with colored multiplicative noise

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Publication:2740907
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DOI10.1103/PhysRevE.61.1081zbMath0971.82032WikidataQ57710176 ScholiaQ57710176MaRDI QIDQ2740907

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Publication date: 17 October 2001

Published in: Physical Review E (Search for Journal in Brave)



Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)


Related Items

Stochastic resonance in discrete kinetics with delay, Multiplicative processes and power laws in human reaction times derived from hyperbolic functions



Cites Work

  • On-off intermittency: power spectrum and fractal properties of time series
  • Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
  • Self-organized criticality
  • Statistical properties of the noisy on - off intermittency
  • Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness
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