Invariant power law distribution of Langevin systems with colored multiplicative noise

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 61, Issue 2, 2000, Pages 1081-1087

  Sato, Aki Hiro ^a   Takayasu, Hideki ^b   Sawada, Yasuji ^a  

^a TOHOKU UNIVERSITY   (Japan)

^b SONY COMPUTER SCIENCE LABORATORIES INC   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

PHASE NOISE; PROBABILITY DISTRIBUTIONS;

AUTOCORRELATION FUNCTIONS; AUTOCORRELATION TIME; FINITE CORRELATION TIME; MULTIPLICATIVE NOISE; POWER LAW DISTRIBUTION; POWER LAW EXPONENT; RANDOM MULTIPLICATIVE PROCESS; STATISTICALLY STEADY STATE;

AUTOCORRELATION;

EID: 0009062881     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.61.1081     Document Type: Article

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