Asymptotic power law of moments in a random multiplicative process with weak additive noise

Details Asymptotic power law of moments in a random multiplicative process with weak additive noise Asymptotic power law of moments in a random multiplicative process with weak additive noise

1998-02-03

arxiv.org/abs/cond-mat/9802030v1

Phys. Rev. E. 58 (1998) 1591

Physics

Condensed Matter

Statistical Mechanics

11 pages, 9 figures, submitted to Phys. Rev. E

Scientific paper

10.1103/PhysRevE.58.1591

It is well known that a random multiplicative process with weak additive noise generates a power-law probability distribution. It has recently been recognized that this process exhibits another type of power law: the moment of the stochastic variable scales as a function of the additive noise strength. We clarify the mechanism for this power-law behavior of moments by treating a simple Langevin-type model both approximately and exactly, and argue this mechanism is universal. We also discuss the relevance of our findings to noisy on-off intermittency and to singular spatio-temporal chaos recently observed in systems of non-locally coupled elements.

Affiliated with

Also associated with

No associations

Rating

Asymptotic power law of moments in a random multiplicative process with weak additive noise 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 Asymptotic power law of moments in a random multiplicative process with weak additive noise, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Asymptotic power law of moments in a random multiplicative process with weak additive noise will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-91657