Stable infinite variance fluctuations in randomly amplified langevin systems

Physical Review Letters

Volumn 79, Issue 6, 1997, Pages 966-969

  Takayasu, Hideki ^a   Sato, Aki Hiro ^b   Takayasu, Misako ^c  

^a SONY COMPUTER SCIENCE LABORATORIES INC   (Japan)

^b TOHOKU UNIVERSITY   (Japan)

^c KEIO UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

AMPLIFICATION; BOUNDARY CONDITIONS; COMPUTER SIMULATION; FOURIER TRANSFORMS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; STATISTICS; WHITE NOISE;

ADDITIVE EXTERNAL NOISE; INFINITE VARIANCES; POWER LAWS; RANDOMLY AMPLIFIED LANGEVIN SYSTEMS;

PHYSICS;

EID: 0031207936     PISSN: 00319007     EISSN: 10797114     Source Type: Journal    
DOI: 10.1103/PhysRevLett.79.966     Document Type: Article

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