Correlated Lévy noise in linear dynamical systems

Details Correlated Lévy noise in linear dynamical systems Correlated Lévy noise in linear dynamical systems

2010-05-03

arxiv.org/abs/1005.0301v2

Acta Phys. Pol. B 42 (2011) 3

Physics

Condensed Matter

Statistical Mechanics

16 pages, 5 figures

Scientific paper

Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed symmetric white noise. Correlation properties of the process are discussed. The Fokker-Planck equation driven by that noise is solved. Distributions have the Levy shape and their width, for a given time, is smaller than for processes in the white noise limit. Applicability of the adiabatic approximation in the case of the linear force is discussed.

Affiliated with

Also associated with

No associations

Rating

Correlated Lévy noise in linear dynamical systems does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Correlated Lévy noise in linear dynamical systems, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Correlated Lévy noise in linear dynamical systems will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-658704