Intermittency in relation with 1/f noise and stochastic differential equations

DOI10.1063/1.4802429zbMath1331.37071arXiv1304.5132OpenAlexW3102166126WikidataQ44471253 ScholiaQ44471253MaRDI QIDQ2787826

Bronislovas Kaulakys, Julius Ruseckas

Publication date: 4 March 2016

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.5132

Mathematics Subject Classification ID

Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Generation, random and stochastic difference and differential equations (37H10) Time series analysis of dynamical systems (37M10)

Related Items (7)

An alternative form of Hooge's relation for 1/f noise in semiconductor materials ⋮ Stochastic model of financial markets reproducing scaling and memory in volatility return intervals ⋮ 1/f noise under drift and thermal agitation in semiconductor materials ⋮ Weird Brownian motion ⋮ Estimation of the lowest limit of \(1/f\) noise in semiconductor materials ⋮ Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise ⋮ Lévy flights in inhomogeneous environments and \(1 / f\) noise

Cites Work

• Possible generalization of Boltzmann-Gibbs statistics.
• A Guide to First-Passage Processes
• A New Intermittency in Coupled Dynamical Systems
• Introduction to Nonextensive Statistical Mechanics
• The nature of turbulent motion at large wave-numbers
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
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