Probability distribution function for systems driven by superheavy-tailed noise
Probability distribution function for systems driven by superheavy-tailed noise
复制标题
超重尾噪声驱动系统的概率分布函数
DOI：
10.1140/epjb/e2011-10758-1
复制
发表时间：
2011
期刊：
影响因子：
--
通讯作者：
Ukraine
中科院分区：
文献类型：
--
作者：
S. Denisov;H. T. T. D. O. C. Systems;H Germany;Sumy State University;Ukraine
我们开发了一种通用的方法来研究局部对象（粒子）的动态是由一阶Langevin方程驱动的超重尾噪声的累积概率分布函数。通过求解相应的Fokker-Planck方程，我们发现由于这种噪声，分布函数可以分为两个不同的部分，分别描述粒子的存活态和吸收态。这些国家和超重尾噪声的作用进行了详细研究，使用慢变函数的理论。
We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the corresponding Fokker-Planck equation, we show that due to this noise the distribution function can be divided into two different parts describing the surviving and absorbing states of particles. These states and the role of superheavy-tailed noise are studied in detail using the theory of slowly varying functions.
影响因子：
1.6
作者：
Denisov, S. I.;Horsthemke, W.;Haenggi, P.
通讯作者：
Haenggi, P.