A growth-collapse model: Lévy inflow, geometric crashes, and generalized Ornstein-Uhlenbeck dynamics

Physica A: Statistical Mechanics and its Applications

Volumn 334, Issue 1-2, 2004, Pages 1-21

  Eliazar, Iddo ^a   Klafter, Joseph ^b  

^a BAR ILAN UNIVERSITY   (Israel)

^b TEL AVIV UNIVERSITY   (Israel)

Author keywords

Avalanches; Generalized Ornstein Uhlenbeck dynamics; Geometric crashes; L vy growth; Linnik equilibria; Power laws

Indexed keywords

COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; DISCRETE TIME CONTROL SYSTEMS; EARTHQUAKES; FRICTION; GEOMETRY; LAPLACE TRANSFORMS; MARKOV PROCESSES; PROBABILITY; PROBABILITY DENSITY FUNCTION; STATISTICAL METHODS; VARIATIONAL TECHNIQUES;

AVALANCHES; GENERALIZED ORNSTEIN-UHLENBECK DYNAMICS; GEOMETRIC CRASHES; LEVY GROWTH; LINNIK EQUILIBRIA; POWER-LAWS;

STOCHASTIC CONTROL SYSTEMS;

EID: 0942299314     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.11.007     Document Type: Article

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