Power-law distributions in random multiplicative processes with non-Gaussian colored multipliers

Physica A: Statistical Mechanics and its Applications

Volumn 370, Issue 2, 2006, Pages 539-552

  Kitada, Shuya ^a  

^a KYOTO UNIVERSITY   (Japan)

Author keywords

Non Gaussian colored noise; Power law distribution; Random multiplicative process

Indexed keywords

ACOUSTIC NOISE; MARKOV PROCESSES; POWER CONTROL; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; STATISTICAL METHODS; TIME SERIES ANALYSIS; TIME VARYING SYSTEMS;

DYNAMICAL SYSTEMS; NON-GAUSSIAN COLORED NOISE; POWER-LAW DISTRIBUTION; RANDOM MULTIPLICATIVE PROCESS;

FREQUENCY MULTIPLYING CIRCUITS;

EID: 33748152775     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.02.039     Document Type: Article

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