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
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
Journal title :
Physica A Statistical Mechanics and its Applications