Title of article
Lévy flights in inhomogeneous environments and noise
Author/Authors
Kazakevi?ius، نويسنده , , R. and Ruseckas، نويسنده , , J.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
9
From page
95
To page
103
Abstract
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by Lévy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian noise and generating signals with 1 / f power spectral density by replacing the Gaussian noise with a more general Lévy stable noise. The equations with the Gaussian noise arise as a special case when the index of stability α = 2 . We expect that this generalization may be useful for describing 1 / f fluctuations in the systems subjected to Lévy stable noise.
Keywords
Stochastic analysis methods , Random walks and Lévy flights , Fractional equations , Systems obeying scaling laws , Power law tails , 1 / f noise
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2014
Journal title
Physica A Statistical Mechanics and its Applications
Record number
1738698
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