Linear stochastic dynamics with nonlinear fractal properties
Linear stochastic dynamics with nonlinear fractal properties
复制标题
具有非线性分形特性的线性随机动力学
DOI：
10.1016/s0378-4371(97)00543-8
复制
发表时间：
1997
影响因子：
3.3
通讯作者：
D. Sornette
中科院分区：
文献类型：
--
作者：
D. Sornette;D. Sornette
过去几十年来，人们在几个不同的背景下独立研究了具有乘性噪声的随机过程。我们关注的是为一组通用控制参数找到的机制，其中带有乘性噪声的随机过程产生一种特殊的间歇性，其特征是幂律概率密度分布。我们对应用进行了回顾，强调了常见的物理机制并总结了主要的已知结果。还详细描述了间歇爆发持续时间的分布和统计特性。
Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with multiplicative noise produce intermittency of a special kind, characterized by a power law probability density distribution. We present a review of applications, highlight the common physical mechanism and summarize the main known results. The distribution and statistical properties of the duration of intermittent bursts are also characterized in detail.