STABLE INFINITE VARIANCE FLUCTUATIONS IN RANDOMLY AMPLIFIED LANGEVIN SYSTEMS

Authors
TAKAYASU H SATO AH TAKAYASU M
Citation
H. Takayasu et al., STABLE INFINITE VARIANCE FLUCTUATIONS IN RANDOMLY AMPLIFIED LANGEVIN SYSTEMS, Physical review letters, 79(6), 1997, pp. 966-969
Citations number
21
Categorie Soggetti
Physics
Journal title
Physical review letters → ACNP
ISSN journal
00319007
Volume
79
Issue
6
Year of publication
1997
Pages
966 - 969
Database
ISI
SICI code
0031-9007(1997)79:6<966:SIVFIR>2.0.ZU;2-B
Abstract
A general discrete stochastic process involving random amplification w ith additive external noise is analyzed theoretically and numerically. Necessary and sufficient conditions to realize steady power law fluct uations with divergent variance are clarified. The power law exponent is determined by a statistical property of amplification independent o f the external noise. By introducing a nonlinear effect a stretched ex ponential decay appears in the power law.